A01=Peter Medvegyev
Author_Peter Medvegyev
Category=KC
Category=KFF
Category=PBT
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eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Product details
- ISBN 9780199215256
- Weight: 1062g
- Dimensions: 163 x 240mm
- Publication Date: 26 Jul 2007
- Publisher: Oxford University Press
- Publication City/Country: GB
- Product Form: Hardback
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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).
