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Peter Medvegyev
Stochastic Integration Theory [PDF ebook]

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Обложка 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).

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язык английский ● Формат PDF ● ISBN 9780191526886 ● издатель OUP Oxford ● опубликованный 2007 ● Загружаемые 6 раз ● валюта EUR ● Код товара 2272955 ● Защита от копирования Adobe DRM

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