Author: PÉTER MEDVEGYEV
Title: Stochastic integration theory
Description: Oxford University Press, 2007. Hardcover. Pp: 608. 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). ISBN: 9780199215256. Cond./Kwaliteit: Goed.
Keywords: 9780199215256
See more books from our catalog: Wetenschap
Title: Stochastic integration theory
Description: Oxford University Press, 2007. Hardcover. Pp: 608. 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). ISBN: 9780199215256. Cond./Kwaliteit: Goed.
Keywords: 9780199215256
Price: EUR 45.00 = appr. US$ 48.91 Seller: De Slegte
- Book number: 899013
- Book number: 899013
See more books from our catalog: Wetenschap