Ebook > Social Sciences > Economy > Peter Medvegyev: Stochastic Integration Theory (PDF)

Peter Medvegyev
Stochastic Integration Theory [PDF ebook]

Support

Cover of Peter Medvegyev: Stochastic Integration Theory (PDF)

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).

€117.82

Buy this ebook and get 1 more FREE!

Language English ● Format PDF ● ISBN 9780191526886 ● Publisher OUP Oxford ● Published 2007 ● Downloadable 6 times ● Currency EUR ● ID 2272955 ● Copy protection Adobe DRM

Requires a DRM capable ebook reader

More ebooks from the same author(s) / Editor

Peter Medvegyev

253,443 Ebooks in this category

Cover of Willem Middelkoop: Big Reset Revised Edition

Willem Middelkoop: Big Reset Revised Edition

A system reset seems imminent. The world”s financial system will need to find a new anchor before the year 2020. Since the beginning of the credit crisis, the US realized the dollar will lose its …

Cover of Tarcisio (Federal University of Rio Grande do Sol, Brazil) Abreu Saurin & Fidelis (Central University of Technology, Free State, South Africa) Emuze: Construction Health and Safety in Developing Countries

Tarcisio (Federal University of Rio Grande do Sol, Brazil) Abreu Saurin & Fidelis (Central University of Technology, Free State, South Africa) Emuze: Construction Health and Safety in Developing Countries

The global construction sector is infamous for high levels of injuries, accidents and fatalities, and poor health and well-being of its workforce. While this record appears in both developed and deve …

Cover of Christopher F. (University of Miami, USA) Parmeter & Mike G. (Lancaster University, UK) Tsionas: Essays in Honor of Subal Kumbhakar

Christopher F. (University of Miami, USA) Parmeter & Mike G. (Lancaster University, UK) Tsionas: Essays in Honor of Subal Kumbhakar

Volume 46 of Advances in Econometrics presents essays in honor of Subhal Kumbhakar. His influence on the applied productivity and efficiency profession is legion, as evidenced by his voluminous body …

Cover of Lukasz (University of New South Wales, Sydney, Australia) Swiatek: Major Reward and Recognition Events

Lukasz (University of New South Wales, Sydney, Australia) Swiatek: Major Reward and Recognition Events

Using a range of interdisciplinary ideas, Major Reward and Recognition Events: Transformations and Critical Perspectives is an expert-led, informative volume exploring the global growth of major awar …

Cover of Brenda C. McComb: Wildlife Habitat Management

Brenda C. McComb: Wildlife Habitat Management

Shortlisted for the 2018 TWS Wildlife Publication Awards in the authored book category In recent years, conflicts between ecological conservation and economic growth forced a reassessment of the …

Cover of Paul Krugman & Wells Robin: Microeconomics

Paul Krugman & Wells Robin: Microeconomics

Cover of Defne Apul & Matthew John (The Mechanical, Industrial, and Manufacturing Engineering Department, The University of Toledo, Ohio, USA) Franchetti: Carbon Footprint Analysis

Defne Apul & Matthew John (The Mechanical, Industrial, and Manufacturing Engineering Department, The University of Toledo, Ohio, USA) Franchetti: Carbon Footprint Analysis

The negative impacts of carbon emissions from human activities continue to dramatically reshape the environmental, political, and social landscape. These impacts coupled with cap and trade schemes …

Cover of Dr. Cheng-Few (Rutgers University, USA) Lee & Dr. Min-Teh (Providence University, Taiwan) Yu: Advances in Pacific Basin Business, Economics and Finance

Dr. Cheng-Few (Rutgers University, USA) Lee & Dr. Min-Teh (Providence University, Taiwan) Yu: Advances in Pacific Basin Business, Economics and Finance

Advances in Pacific Basin Business, Economics and Finance (APBBEF) is a series designed to focus on interdisciplinary research in finance, economics, and management among Pacific Rim countries. All a …

Cover of Allam (Ahlia University, Bahrain) Hamdan: Technological Innovations for Business, Education and Sustainability

Allam (Ahlia University, Bahrain) Hamdan: Technological Innovations for Business, Education and Sustainability

Awareness of the essential skills required for thriving in the job market is necessary for educators and employers. Shedding light on the role of industry in promoting work-based learning, Technologi …

Cover of John Simmons: We, Me, Them & It

John Simmons: We, Me, Them & It

It’s no good having a good idea if you cannot communicate it to someone else. John Simmons, in this stimulating and readable book, demonstrates how we can write and use words more creatively and …