Stochastic Integration Theory

Peter Medvegyev
Additional contact information
Peter Medvegyev: Budapest University of Economic Sciences

in OUP Catalogue from Oxford University Press

Abstract: 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).

Date: 2007
ISBN: 9780199215256
References: Add references at CitEc
Citations: View citations in EconPapers (18)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:oxp:obooks:9780199215256

Ordering information: This item can be ordered from
http://ukcatalogue.o ... uct/9780199215256.do

Access Statistics for this book

More books in OUP Catalogue from Oxford University Press
Bibliographic data for series maintained by Economics Book Marketing (economics.uk@oup.com).