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Stochastic Integration Theory

Publisher: 
Oxford University Press
Number of Pages: 
608
Price: 
90.00
ISBN: 
9780199215256
Date Received: 
Thursday, October 18, 2007
Reviewable: 
No
Include In BLL Rating: 
No
Reviewer Email Address: 
Péter Medvegyev
Series: 
Oxford Graduate Texts in Mathematics 14
Publication Date: 
2007
Format: 
Hardcover
Category: 
Monograph
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
Publish Book: 
Modify Date: 
Thursday, March 18, 2010

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