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Stochastic Integration Theory Peter Medvegyev

  • SKU: BELL-1011376
Stochastic Integration Theory Peter Medvegyev
$ 31.00 $ 45.00 (-31%)

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Stochastic Integration Theory Peter Medvegyev instant download after payment.

Publisher: Oxford University Press
File Extension: PDF
File size: 2.23 MB
Pages: 629
Author: Peter Medvegyev
ISBN: 9780199215256, 9781435606937, 0199215251, 1435606930
Language: English
Year: 2007

Product desciption

Stochastic Integration Theory Peter Medvegyev by Peter Medvegyev 9780199215256, 9781435606937, 0199215251, 1435606930 instant download after payment.

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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