Stochastic integration theory /
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Author / Creator: | Medvegyev, Péter. |
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Imprint: | Oxford ; New York : Oxford University Press, 2007. |
Description: | 1 online resource (xix, 608 pages) |
Language: | English |
Series: | Oxford graduate texts in mathematics ; 14 Oxford graduate texts in mathematics ; 14. |
Subject: | |
Format: | E-Resource Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11156446 |
Table of Contents:
- Stochastic processes
- Stochastic integration with locally square-integrable martingales
- The structure of local martingales
- General theory of stochastic integration
- Some other theorems
- Ito?'s formula
- Processes with independent increments
- Results from measure theory
- Wiener processes
- Poisson processes.