Stochastic Integration Theory

Main
Mathematics
Stochastic Integration Theory

Stochastic Integration Theory

Name: Stochastic Integration Theory
ISBN: 9780199215256

Peter Medvegyev

0 / 0

1 comment

Sukakah Anda buku ini?

Bagaimana kualitas file yang diunduh?

Unduh buku untuk menilai kualitasnya

Bagaimana kualitas file yang diunduh?

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).

Kategori:

Mathematics

Tahun:

2007

Penerbit:

Oxford Univ Pr

Bahasa:

english

Halaman:

629

ISBN 10:

0199215251