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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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Bibliografische gegevens
Hoofdauteur: Kopp, P. E.
Formaat: Printed Book
Gepubliceerd in: Cambridge : Cambridge University Press, 2011.
Reeks:African Institute of Mathematics Library Series
Onderwerpen:

Kannur University

Exemplaargegevens van Kannur University
Plaatsingsnummer: 515.42 KOP/F
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