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Stochastic integration theory /
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Oxford ; New York :
Oxford University Press,
2007.
|
| Colección: | Oxford graduate texts in mathematics ;
14. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Medvegyev, Péter. | |
| 245 | 1 | 0 | |a Stochastic integration theory / |c Péter Medvegyev. |
| 260 | |a Oxford ; |a New York : |b Oxford University Press, |c 2007. | ||
| 300 | |a 1 online resource (xix, 608 pages) | ||
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| 490 | 1 | |a Oxford graduate texts in mathematics ; |v 14 | |
| 504 | |a Includes bibliographical references (pages 597-602) and index. | ||
| 588 | 0 | |a Print version record. | |
| 520 | |a 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. | ||
| 505 | 0 | |a Stochastic processes -- Stochastic integration with locally square-integrable martingales -- The structure of local martingales -- General theory of stochastic integration -- Some other theorems -- Ito?'s formula -- Processes with independent increments -- Results from measure theory -- Wiener processes -- Poisson processes. | |
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Stochastic integrals. | |
| 650 | 0 | |a Martingales (Mathematics) | |
| 650 | 0 | |a Stochastic processes. | |
| 650 | 2 | |a Stochastic Processes | |
| 650 | 6 | |a Intégrales stochastiques. | |
| 650 | 6 | |a Martingales (Mathématiques) | |
| 650 | 6 | |a Processus stochastiques. | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x General. |2 bisacsh | |
| 650 | 7 | |a Martingales (Mathematics) |2 fast | |
| 650 | 7 | |a Stochastic integrals |2 fast | |
| 650 | 7 | |a Stochastic processes |2 fast | |
| 776 | 0 | 8 | |i Print version: |a Medvegyev, Péter. |t Stochastic integration theory. |d Oxford ; New York : Oxford University Press, 2007 |z 0199215251 |z 9780199215256 |w (DLC) 2007014192 |w (OCoLC)122526875 |
| 830 | 0 | |a Oxford graduate texts in mathematics ; |v 14. | |
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