Medvegyev, Peter

Stochastic integration theory / Péter Medvegyev. - Oxford : Oxford University Press, 2007. - xix, 608 p. ; 24 cm. - Oxford graduate texts in mathematics ; 14 .

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

0199215251 9780199215256


Stochastic integrals.
Martingales (Mathematics)
Stochastic processes

519.22