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Stochastic integration theory / Péter Medvegyev.

By: Material type: TextTextSeries: Oxford graduate texts in mathematics ; 14.Publisher: Oxford ; New York : Oxford University Press, 2007Description: xix, 608 pages ; 24 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 0199215251
  • 9780199215256
Subject(s): DDC classification:
  • 519.22 22
LOC classification:
  • QA274.22 .M43 2007
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.
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Holdings
Item type Current library Call number Copy number Status Date due Barcode
Book City Campus City Campus Main Collection 519.22 MED (Browse shelf(Opens below)) 1 Available A442151B

Includes bibliographical references (pages 597-602) and index.

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.

Machine converted from AACR2 source record.

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