Call Boomerang Books 1300 36 33 32

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).

Buy Stochastic Integration Theory book by Peter Medvegyev from Australia's Online Independent Bookstore, Boomerang Books.

Book Details

ISBN: 9780199215256
ISBN-10: 0199215251
Format: Hardback
(240mm x 163mm x 38mm)
Pages: 632
Imprint: Oxford University Press
Publisher: Oxford University Press
Publish Date: 26-Jul-2007
Country of Publication: United Kingdom

Reviews

» Have you read this book? We'd like to know what you think about it - write a review about Stochastic Integration Theory book by Peter Medvegyev and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a Boomerang Books Account Holder - it's free to sign up and there are great benefits!)

Write Review