Stochastic integration theory
Medvegyev, Péter
Stochastic integration theory / by Péter Medvegyev - Oxford, New York: Oxford University Press, 2007. - xix, 608 p.
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
9780199215256
519.22 / MED/S
Stochastic integration theory / by Péter Medvegyev - Oxford, New York: Oxford University Press, 2007. - xix, 608 p.
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
9780199215256
519.22 / MED/S