OUP Oxford
Stochastic Integration Theory (English, Peter Medvegyev)
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Product Description
About the Book
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)…
ISBN: 9780199215256
Book Specifications
| ISBN-13 | 9780199215256 |
| ISBN-10 | 0199215251 |
| Publisher | OUP Oxford |
| Category | OUP Oxford |
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