Stochastic integration theory /

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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 t...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Medvegyev, Péter
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Oxford ; New York : Oxford University Press, 2007.
Colección:Oxford graduate texts in mathematics ; 14.
Temas:
Stochastic integrals.
Martingales (Mathematics)
Stochastic processes.
Stochastic Processes
Intégrales stochastiques.
Martingales (Mathématiques)
Processus stochastiques.
MATHEMATICS > Probability & Statistics > General.
Stochastic integrals
Stochastic processes
Acceso en línea:Texto completo
Descripción
Sumario: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.
Descripción Física:1 online resource (xix, 608 pages)
Bibliografía:Includes bibliographical references (pages 597-602) and index.
ISBN:9780191526886
0191526886

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