ISBN-10:
0199215251
ISBN-13:
9780199215256
Pub. Date:
09/07/2007
Publisher:
Oxford University Press, USA
Stochastic Integration Theory

Stochastic Integration Theory

by Peter Medvegyev

Hardcover

Current price is , Original price is $110.0. You
Select a Purchase Option
  • purchase options
    $86.51 $110.00 Save 21% Current price is $86.51, Original price is $110. You Save 21%.
  • purchase options

Product Details

ISBN-13: 9780199215256
Publisher: Oxford University Press, USA
Publication date: 09/07/2007
Series: Oxford Graduate Texts in Mathematics Series , #14
Pages: 544
Product dimensions: 9.30(w) x 6.20(h) x 1.50(d)

Table of Contents

1. Stochastic processes
2. Stochastic integration with locally square-integrable martingales
3. The structure of local martingales
4. General theory of stochastic integration
5. Some other theorems
6. Ito's formula
7. Processes with independent increments
Appendices
A. Results from measure theory
B. Wiener processes
C. Poisson processes

Customer Reviews

Most Helpful Customer Reviews

See All Customer Reviews