Stochastic Integration Theory
Stochastic Integration Theory
Stochastic Integration Theory
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Stochastic Integration Theory

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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.
Hardback
01-July-2007
RRP: $260.00
$166.00
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Description  
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).
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RRP: $260.00
$166.00
Ships in 5–7 business days
Hurry up! Current stock:
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Flat Rate Shipping  
Easy Returns  

Stochastic Integration Theory

RRP: $260.00
$166.00

Description

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).

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