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Stochastic integration theory
Hardback
€174.00
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- Book Synopsis
- 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).
- Product Details
-
- ISBN
- 9780199215256
- Format
- Hardback
- Publisher
- Oxford University Press, (26 July 2007)
- Number of Pages
- 608
- Weight
- 1062 grams
- Language
- English
- Dimensions
- 240 x 163 x 38 mm
- Series:
- See all books in this series
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