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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...
Hlavní autor: | |
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Médium: | Printed Book |
Vydáno: |
Cambridge :
Cambridge University Press,
2011.
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Edice: | African Institute of Mathematics Library Series
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Témata: |
Kannur University
Signatura: |
515.42 KOP/F |
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Jednotka Stack | Neznámá aktuální dostupnost |