Stochastic Integration Theory

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).


Author: Peter Medvegyev
Publisher: Oxford University Press, USA
Published: 09/06/2007
Pages: 544
Binding Type: Hardcover
Weight: 2.28lbs
Size: 9.34h x 6.41w x 1.53d
ISBN: 9780199215256

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