Stochastic integration theory

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Stochastic integration theory

Stochastic integration theory

Name: Stochastic integration theory
ISBN: 9781435606937

Peter Medvegyev

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This graduate level text covers the theory of stochastic integration, an important area of mathematics that has a wide range of applications, including financial mathematics and signal processing. Aimed at graduate students in mathematics, statistics, probability, mathematical finance, and economics, the book not only covers the theory of the stochastic integral in great depth but also presents the associated theory (martingales, Levy processes) and important examples (Brownian motion, Poisson process).

Kategorien:

Mathematics

Jahr:

2007

Verlag:

Oxford University Press

Sprache:

english

Seiten:

629

ISBN 10:

1435606930