Stochastic Integration Theory

Stochastic Integration Theory by Peter Medvegyev

By: Peter Medvegyev

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$100.99
 
 


ISBN
9780191526886
Date Released
Binding
eBook
 
 

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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).
ISBN:
9780191526886
Publication Date:
26 / 07 / 2007

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