Stochastic Integration Theory (Oxford Graduate Texts in Mathematics)
by Peter Medvegyev
Sales Rank: 804036
List Price: $90.00 $50.00At Amazon on 12-5-2008
Hardcover: 544 pages
Publisher: Oxford University Press, USA September 6, 2007
Language: English
ISBN-10: 0199215251
ISBN-13: 978-0199215256
Product Dimensions:
9.3 x 6.2 x 1.6 inches
Shipping Weight: 2.3 pounds
Product Description
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).
About The Author
Peter Medvegyev is at the Budapest University of Economic Sciences.
Stochastic Integration Theory (Oxford Graduate Texts in Mathematics)
Available from Amazon Price: $50.00 Updated on 12-5-2008
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