Code: 04866483

Stochastic Integration Theory

Name: Stochastic Integration Theory
Brand: Oxford University Press
SKU: 04866483
Price: 156.25 EUR
Availability: InStock
Author: Peter Medvegyev
ISBN: 9780199215256

by Peter Medvegyev

Language: English
Binding: Hardback
Number of pages: 632
Publisher: Oxford University Press, 2007
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Book synopsis

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).