Stochastic integration theory / by Péter Medvegyev
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TextLanguage: English Publication details: Oxford, New York: Oxford University Press, 2007. Description: xix, 608 pISBN: 9780199215256DDC classification: 519.22 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
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PROF. BHUBANESWAR BEHERA CENTRAL LIBRARY General Stacks | 519.22 MED/S (Browse shelf(Opens below)) | Available | 137466 |
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
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