Stochastic Integration Theory

by

Write The First Customer Review

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 associated theory (martingales, Levy processes) and important examples (Brownian motion, Poisson process).

Stochastic Integration Theory 2007, OUP Oxford, Oxford, England

ISBN-13: 9780199215256

Hardcover

Select