Stochastic Integration Theory / Najlacnejšie knihy
Stochastic Integration Theory

Code: 04866483

Stochastic Integration Theory

by Peter Medvegyev

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 Mat ... more

121.76 €


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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).

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Book category Books in English Mathematics & science Mathematics Applied mathematics

121.76 €

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