ISBN 10: 0199215251 / ISBN 13: 9780199215256
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This Book is in Good Condition. Clean Copy With Light Amount of Wear. 100% Guaranteed. Summary: "The theory of Stochastic Integration has a wide range of applications in many areas, including financial mathematics - derivative pricing theory - and signal processing. Aimed at graduate students in Mathematics, Statistics and Probability, this text 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 processes)."--BOOK JACKET. Bookseller Inventory #

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Synopsis: 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).

About the Author: Peter Medvegyev is at the Budapest University of Economic Sciences.

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Medvegyev, Peter
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Book Description Oxford University Press, 2007. Hardcover. Condition: Good. Item may show signs of shelf wear. Pages may include limited notes and highlighting. Includes supplemental or companion materials if applicable. Access codes may or may not work. Connecting readers since 1972. Customer service is our top priority. Seller Inventory # mon0000959593

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Book Description Oxford & New York : Oxford University Press, 2007. Hardcover. xix,608 pp. (Oxford graduate texts in mathematics, 14). Condition : as new. ISBN 0199215251 KEYWORDS : MATHEMATICS *. Seller Inventory # 236946

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Book Description Oxford University Press, USA 2007-09-06, 2007. Hardcover. Condition: good. 0199215251. Seller Inventory # 534363

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