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612-822-4611
Stochastic Integration Theory

Stochastic Integration Theory

Hardcover

Series: Oxford Graduate Texts in Mathematics, Book 14

General ScienceProbability & Statistics

ISBN10: 0199215251
ISBN13: 9780199215256
Publisher: Oxford University Press
Published: Sep 6 2007
Pages: 632
Weight: 2.28
Height: 1.53 Width: 6.41 Depth: 9.34
Language: English
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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Probability & Statistics