Stochastic Integration Theory
| Author | : Peter Medvegyev |
| Publisher | : OUP Oxford |
| Total Pages | : 629 |
| Release | : 2007-07-26 |
| ISBN-10 | : 9780191526886 |
| ISBN-13 | : 0191526886 |
| Rating | : 4/5 (886 Downloads) |
Book Synopsis Stochastic Integration Theory by : Peter Medvegyev
Download or read book Stochastic Integration Theory written by Peter Medvegyev and published by OUP Oxford. This book was released on 2007-07-26 with total page 629 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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).
