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Stochastic integration theory / Péter Medvegyev.
- Format:
- Book
- Author/Creator:
- Medvegyev, Péter, author.
- Series:
- Oxford graduate texts in mathematics ; no. 14.
- Oxford scholarship online.
- Oxford graduate texts in mathematics ; no. 14
- Oxford scholarship online
- Language:
- English
- Subjects (All):
- Stochastic integrals.
- Physical Description:
- xix, 608 p.
- Place of Publication:
- Oxford : Oxford University Press, 2023.
- 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.
- Notes:
- Formerly CIP.
- Previously issued in print: 2007.
- Includes bibliographical references and index.
- Derived record based on print version record and publisher information.
- Description based on publisher supplied metadata and other sources.
- ISBN:
- 1-383-03536-9
- 0-19-152688-6
- 9786611149383
- 1-281-14938-1
- 1-4356-0693-0
- OCLC:
- 476245031
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