Del 14 - Oxford Graduate Texts in Mathematics
Stochastic Integration Theory
Inbunden, Engelska, 2007
AvPeter Medvegyev,Peter (Budapest University of Economic Sciences) Medvegyev
1 809 kr
Beställningsvara. Skickas inom 5-8 vardagar. Fri frakt för medlemmar vid köp för minst 249 kr.
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).
Produktinformation
- Utgivningsdatum2007-07-26
- Mått163 x 240 x 38 mm
- Vikt1 062 g
- FormatInbunden
- SpråkEngelska
- SerieDel 14 i Oxford Graduate Texts in Mathematics
- Antal sidor632
- FörlagOUP OXFORD
- ISBN9780199215256