Llwytho...
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...
Prif Awdur: | |
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Fformat: | Printed Book |
Cyhoeddwyd: |
Cambridge :
Cambridge University Press,
2011.
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Cyfres: | African Institute of Mathematics Library Series
|
Pynciau: |
Kannur University
Rhif Galw: |
515.42 KOP/F |
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Copi Stack | Nid yw'r Statws Byw ar Gael |