Stochastic Integration Theory (Oxford Graduate Texts in Mathematics #14) (Hardcover)

Stochastic Integration Theory (Oxford Graduate Texts in Mathematics #14) By Peter Medvegyev Cover Image

Stochastic Integration Theory (Oxford Graduate Texts in Mathematics #14) (Hardcover)

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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).
Product Details ISBN: 9780199215256
ISBN-10: 0199215251
Publisher: Oxford University Press, USA
Publication Date: September 6th, 2007
Pages: 544
Language: English
Series: Oxford Graduate Texts in Mathematics