Lataa...
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...
| Päätekijä: | |
|---|---|
| Aineistotyyppi: | Printed Book |
| Julkaistu: |
Cambridge :
Cambridge University Press,
2011.
|
| Sarja: | African Institute of Mathematics Library Series
|
| Aiheet: |
Kannur University
| Hyllypaikka: |
515.42 KOP/F |
|---|---|
| Nide Stack | Reaaliaikaista tietoa ei saatavissa |