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Item Details
| Title:
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STOCHASTIC INTEGRATION THEORY
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| By: |
Peter Medvegyev |
| Format: |
Hardback |
| List price:
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£110.00 |
| Our price: |
£96.25 |
| Discount: |
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| You save:
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£13.75 |
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| ISBN 10: |
0199215251 |
| ISBN 13: |
9780199215256 |
| Availability: |
Usually dispatched within 1-3 weeks.
 Delivery
rates
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| Stock: |
Currently 0 available |
| Publisher: |
OXFORD UNIVERSITY PRESS |
| Series: |
Oxford Graduate Texts in Mathematics 14 |
| Pages: |
632 |
| Description: |
This graduate level text covers the theory of stochastic integration, an important area of Mathematics with a wide range of applications, including financial mathematics and signal processing. |
| 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). |
| Publication: |
UK |
| Imprint: |
Oxford University Press |
| Returns: |
Returnable |
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