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Stochastic integration theory / Peter Medvegyev.

Material type: Text

TextSeries: Oxford graduate texts in mathematics ; 14. Publisher: Oxford ; New York : Oxford University Press, 2007Description: xix, 608 p., UKP 53.00 24 cm.ISBN: 0199215251 (hbk. : alk. paper); 9780199215256 (hbk. : alk. paper).Subject(s): Stochastic integrals | Martingales (Mathematics) | Stochastic processesDDC classification: 519.2/2 Online resources: Table of contents only

Item type	Current location	Call number	Status	Date due	Barcode	Item holds
Book	Chennai Mathematical Institute	519.22 MED (Browse shelf)	Available		7278

Total holds: 0

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Previous	519.22 KAR Brownian motion and stochastic calculus, GTM 113	519.22 KOR Mathematical models of information and stochastic systems /	519.22 MCE Stochastic analysis, control, optimization, and applications : a volume in honor of W.H. Fleming /	519.22 MED Stochastic integration theory /	519.22 NUA The Malliavin calculus and related topics /	519.22 NUA Malliavin calculus and its applications /	519.22 OKS Stochastic differential equations : an introduction with applications /	Next

Includes bibliographical references (p. 597-602) and index.

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