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Stochastic Integration Theory

Péter Medvegyev
Publisher: 
Oxford University Press
Publication Date: 
2007
Number of Pages: 
608
Format: 
Hardcover
Series: 
Oxford Graduate Texts in Mathematics 14
Price: 
90.00
ISBN: 
9780199215256
Category: 
Monograph
We do not plan to review this book.
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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