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Stochastic Integration Theory

Stochastic Integration Theory by Peter Medvegyev
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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 importantexamples (Brownian motion, Poisson process).
OUP Oxford; July 2007
629 pages; ISBN 9780191526886
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Title: Stochastic Integration Theory
Author: Peter Medvegyev