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The Resource Stochastic integration theory, Péter Medvegyev

Stochastic integration theory, Péter Medvegyev

Label
Stochastic integration theory
Title
Stochastic integration theory
Statement of responsibility
Péter Medvegyev
Creator
Subject
Language
eng
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
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
Medvegyev, Péter
Dewey number
519.2/2
Index
index present
LC call number
QA274.22
LC item number
.M43 2007
Literary form
non fiction
Nature of contents
bibliography
Series statement
Oxford graduate texts in mathematics
Series volume
14
http://library.link/vocab/subjectName
  • Stochastic integrals
  • Martingales (Mathematics)
  • Stochastic processes
Label
Stochastic integration theory, Péter Medvegyev
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 597-602) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
122526875
Dimensions
24 cm
Extent
xix, 608 pages
Isbn
9780199215256
Isbn Type
(hbk. : alk. paper)
Lccn
2007014192
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
(OCoLC)122526875
Label
Stochastic integration theory, Péter Medvegyev
Publication
Bibliography note
Includes bibliographical references (pages 597-602) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
122526875
Dimensions
24 cm
Extent
xix, 608 pages
Isbn
9780199215256
Isbn Type
(hbk. : alk. paper)
Lccn
2007014192
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
(OCoLC)122526875

Library Locations

    • Mathematical Sciences LibraryBorrow it
      104 Ellis Library, Columbia, MO, 65201, US
      38.944377 -92.326537
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