Medvegyev, Péter.

Stochastic integration theory [electronic resource] / Péter Medvegyev. - Oxford ; New York : Oxford University Press, 2007. - xix, 608 p. - Oxford graduate texts in mathematics ; 14 . - Oxford graduate texts in mathematics ; 14. .

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


Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.





GBA722057 bnb

Uk


Stochastic integrals.
Martingales (Mathematics)
Stochastic processes.


Electronic books.

QA274.22 / .M43 2007eb

519.2/2