Stochastic Integration Theory

Peter Medvegyev

Anno: 2007
Rilegatura: Hardback
Pagine: 632 p.
Testo in English
Dimensioni: 240 x 163 mm
Peso: 1062 gr.
  • EAN: 9780199215256
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Descrizione
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).