Description |
1 online resource (xix, 608 pages). |
Physical Medium |
polychrome |
Description |
text file |
Series |
Oxford graduate texts in mathematics ; 14
|
|
Oxford graduate texts in mathematics ; 14.
|
Bibliography |
Includes bibliographical references (pages 597-602) and index. |
Summary |
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. - ;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 as. |
Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
Subject |
Stochastic integrals.
|
|
Stochastic integrals. |
|
Martingales (Mathematics)
|
|
Martingales (Mathematics) |
|
Stochastic processes.
|
|
Stochastic processes. |
Genre/Form |
Electronic books.
|
Other Form: |
Print version: Medvegyev, Péter. Stochastic integration theory. Oxford ; New York : Oxford University Press, 2007 0199215251 9780199215256 (DLC) 2007014192 (OCoLC)122526875 |
ISBN |
9780191526886 (electronic book) |
|
0191526886 (electronic book) |
|
0199215251 (Cloth) |
|
9780199215256 (hardback ; alkaline paper) |
|