TY  - BOOK
AU  - Medvegyev,Péter
TI  - Stochastic integration theory
T2  - Oxford graduate texts in mathematics
SN  - 0199215251
AV  - QA274.22 .M43 2007
U1  - 519.22 22
PY  - 2007///
CY  - Oxford, New York
PB  - Oxford University Press
KW  - Stochastic integrals
KW  - Martingales (Mathematics)
KW  - Stochastic processes
N1  - 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
ER  -