Stochastic integration theory / Péter Medvegyev.
Material type:
TextSeries: Oxford graduate texts in mathematics ; 14.Publisher: Oxford ; New York : Oxford University Press, 2007Description: xix, 608 pages ; 24 cmContent type: - text
- unmediated
- volume
- 0199215251
- 9780199215256
- 519.22 22
- 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.
| 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 |
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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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