Details
Stochastic Integration Theory
Oxford Graduate Texts in Mathematics
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115,01 € |
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| Verlag: | OUP Oxford |
| Format: | |
| Veröffentl.: | 26.07.2007 |
| ISBN/EAN: | 9780191526886 |
| Sprache: | englisch |
| Anzahl Seiten: | 632 |
DRM-geschütztes eBook, Sie benötigen z.B. Adobe Digital Editions und eine Adobe ID zum Lesen.
Beschreibungen
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).
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