From Measures to Itô Integrals /

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"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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Bibliographic Details
Main Author: Kopp, P. E.
Format: Printed Book
Language:English
Published: Cambridge : Cambridge University Press, 2011.
Series:AIMS library series.
Subjects:
Measure theory > Textbooks.
Online Access:Cover image

Internet

Cover image

University of Calicut

Holdings details from University of Calicut
Call Number: 515/.42
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