Stochastic integration theory /
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. - ;This graduate level text covers the theory of stochastic integration, an important area of Mathematics t...
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| Main Author: | |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Oxford ; New York :
Oxford University Press,
2007.
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| Series: | Oxford graduate texts in mathematics ;
14. |
| Subjects: | |
| Online Access: | CONNECT |
Table of Contents:
- 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
- Results from measure theory
- Wiener processes
- Poisson processes.
