Stochastic Integration Theory
Stochastic Integration Theory
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Résumé
This graduate level text covers the theory of stochastic integration, an important area of Mathematics with a wide range of applications, including financial mathematics and signal processing.
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Stochastic Integration Theory by Peter Medvegyev
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).| SKU | Non disponible |
| ISBN 13 | 9780199215256 |
| ISBN 10 | 0199215251 |
| Titre | Stochastic Integration Theory |
| Auteur | Peter Medvegyev |
| Série | Oxford Graduate Texts In Mathematics |
| État | Non disponible |
| Éditeur | Oxford University Press |
| Année de publication | 2007-07-26 |
| Nombre de pages | 632 |
| Note de couverture | La photo du livre est présentée à titre d'illustration uniquement. La reliure, la couverture ou l'édition réelle peuvent varier. |
| Note | Non disponible |