Stochastic integration theory:
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Bibliographic Details
Main Author: Medvegyev, Péter (Author)
Format: Electronic eBook
Language:English
Published: Oxford Oxford University Press 2007
Series:Oxford graduate texts in mathematics 14
Subjects:
Online Access:FAW01
FAW02
Volltext
Item Description:Includes bibliographical references (p. [597]-602) and index
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. - ;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 as
Physical Description:1 Online-Ressource (xix, 608 p.)
ISBN:0191526886
9780191526886

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