Stochastic integration theory / by Péter Medvegyev
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TextLanguage: English Publication details: Oxford, New York: Oxford University Press, 2007. Description: xix, 608 pISBN: 9780199215256DDC classification: 519.22 Summary: 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
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NBHM LIBRARY General Stacks | 519.22 MED/S (Browse shelf(Opens below)) | Available | MAT/4385 | |
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NBHM LIBRARY General Stacks | 519.22 MED/S (Browse shelf(Opens below)) | Available | MAT/4393 | |
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PROF. BHUBANESWAR BEHERA CENTRAL LIBRARY General Stacks | 519.22 MED/S (Browse shelf(Opens below)) | Available | 137466 |
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| 519.2163 BRO/I Introduction to Time Series and Forecasting | 519.22 MAO/E Exponential Stability of Stochastic Differntial Equations | 519.22 MED/S Stochastic integration theory | 519.22 MED/S Stochastic integration theory | 519.23 HON/S Stochastische Dyanamische Systeme | 519.23 MOM/A Adaptive Stochastic Optimization Techniques With Applications | 519.23 PRA/I Introduction to stochastic analysis and malliavin calculus |
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
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