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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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Bibliografski detalji
Glavni autor: Kopp, P. E.
Format: Printed Book
Izdano: Cambridge : Cambridge University Press, 2011.
Serija:African Institute of Mathematics Library Series
Teme:

Kannur University

Detalji primjeraka od Kannur University
Signatura: 515.42 KOP/F
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