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Viac informácií o knihe Stochastic Integration Theory

• Parametre knihy
• Anotácia kniha
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Anotácia knihy

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).

Parametre knihy

Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Applied mathematics

• Celý názov: Stochastic Integration Theory
• Autor: Peter Medvegyev
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 632
• EAN: 9780199215256
• ISBN: 0199215251
• ID: 04866483
• Nakladateľ: Oxford University Press
• Hmotnosť: 1042 g
• Rozmery: 241 × 166 × 37 mm
• Dátum vydania: 26. July 2007

Obľúbené z iného súdka

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