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Peter Medvegyev
Stochastic Integration Theory [PDF ebook]

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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 importantexamples (Brownian motion, Poisson process).

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Sprache Englisch ● Format PDF ● ISBN 9780191526886 ● Verlag OUP Oxford ● Erscheinungsjahr 2007 ● herunterladbar 6 mal ● Währung EUR ● ID 2272955 ● Kopierschutz Adobe DRM

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