Ładuje się......
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...
1. autor: | |
---|---|
Format: | Printed Book |
Wydane: |
Cambridge :
Cambridge University Press,
2011.
|
Seria: | African Institute of Mathematics Library Series
|
Hasła przedmiotowe: |
Kannur University
Sygnatura: |
515.42 KOP/F |
---|---|
Egzemplarz Stack | Możliwość dostępu nieznana |