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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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Kopp, P. E.
Fformat: Printed Book
Cyhoeddwyd: Cambridge : Cambridge University Press, 2011.
Cyfres:African Institute of Mathematics Library Series
Pynciau:

Kannur University

Manylion daliadau o Kannur University
Rhif Galw: 515.42 KOP/F
Copi Stack Nid yw'r Statws Byw ar Gael