تحميل...
From Measures to Itô Integrals /
"From Measures to Itô Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, Itô integrals and a brief look at martingale calculus. Modern probability theory and the applications of stochastic processes rely heavily on an understanding of basic measure theo...
| المؤلف الرئيسي: | |
|---|---|
| التنسيق: | Printed Book |
| منشور في: |
Cambridge :
Cambridge University Press,
2011.
|
| سلاسل: | African Institute of Mathematics Library Series
|
| الموضوعات: |
Search Result 1