Bookbot

Oxford Graduate Texts in Mathematics - 14: Stochastic Integration Theory

Paramètres

  • 632pages
  • 23 heures de lecture

En savoir plus sur le livre

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).

Achat du livre

Oxford Graduate Texts in Mathematics - 14: Stochastic Integration Theory, Péter Medvegyev

Langue
Année de publication
2007
product-detail.submit-box.info.binding
(rigide),
État du livre
Bon
Prix
97,99 €

Modes de paiement

Personne n'a encore évalué .Évaluer