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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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Detalhes bibliográficos
Autor principal: Kopp, P. E.
Formato: Printed Book
Idioma:English
Publicado em: Cambridge : Cambridge University Press, 2011.
coleção:AIMS library series.
Assuntos:
Acesso em linha:Cover image

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