Medvegyev, Péter, <br/><br/>
Stochastic integration theory / 
Péter Medvegyev. 
 - xix, 608 pages ;  24 cm. 
 - Oxford graduate texts in mathematics ;  14 .
 - Oxford graduate texts in mathematics ;  14. .
<br/><br/>Includes bibliographical references (pages 597-602) and index. 
<br/><br/> Stochastic processes --  Stochastic integration with locally square-integrable martingales --  The structure of local martingales --  General theory of stochastic integration --  Some other theorems --  Ito's formula --  Processes with independent increments --  Appendices --  A: Results from measure theory --  B: Wiener processes --  C: Poisson processes.  1.  2.  3.  4.  5.  6.  7. 
<br/><br/><label>ISBN: </label>0199215251 9780199215256 
<br/><br/><label>LCCN: </label>2007014192 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Stochastic integrals<br/>Martingales (Mathematics)<br/>Stochastic processes.
<br/><br/><label>LC Class. No.: </label>QA274.22  / .M43 2007 
<br/><br/><label>Dewey Class. No.: </label>519.22