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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...

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Podrobná bibliografie
Hlavní autor: Kopp, P. E.
Médium: Printed Book
Vydáno: Cambridge : Cambridge University Press, 2011.
Edice:African Institute of Mathematics Library Series
Témata:

Kannur University

Informace o exemplářích z: Kannur University
Signatura: 515.42 KOP/F
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