Stochastic Integration Theory
Series: Oxford Graduate Texts in Mathematics; 14;
- Publisher's listprice GBP 115.00
-
51 922 Ft (49 450 Ft + 5% VAT)
The price is estimated because at the time of ordering we do not know what conversion rates will apply to HUF / product currency when the book arrives. In case HUF is weaker, the price increases slightly, in case HUF is stronger, the price goes lower slightly.
- Discount 10% (cc. 5 192 Ft off)
- Discounted price 46 730 Ft (44 505 Ft + 5% VAT)
Subcribe now and take benefit of a favourable price.
Subscribe
51 922 Ft
Availability
printed on demand
Why don't you give exact delivery time?
Delivery time is estimated on our previous experiences. We give estimations only, because we order from outside Hungary, and the delivery time mainly depends on how quickly the publisher supplies the book. Faster or slower deliveries both happen, but we do our best to supply as quickly as possible.
Product details:
- Publisher OUP Oxford
- Date of Publication 26 July 2007
- ISBN 9780199215256
- Binding Hardback
- No. of pages632 pages
- Size 240x163x38 mm
- Weight 1062 g
- Language English 0
Categories
Short description:
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.
MoreLong description:
This graduate level text covers the theory of stochastic integration, an important area of Mathematics that has a wide range of applications, including financial mathematics and signal processing. Aimed at graduate students in Mathematics, Statistics, Probability, Mathematical Finance, and Economics, the book not only covers the theory of the stochastic integral in great depth but also presents the associated theory (martingales, Levy processes) and important examples (Brownian motion, Poisson process).
MoreTable 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
Appendices
Results from measure theory
Wiener processes
Poisson processes
