Laddar...
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...
| Huvudupphovsman: | Kopp, P. E. |
|---|---|
| Materialtyp: | Printed Book |
| Språk: | English |
| Publicerad: |
Cambridge :
Cambridge University Press,
2011.
|
| Serie: | AIMS library series.
|
| Ämnen: | |
| Länkar: | Cover image |
Liknande verk
-
From Measures to Itô Integrals /
av: Kopp, P. E.
Publicerad: (2011) -
From Measures to Ito Integrals /
av: Kopp, Ekkehard
Publicerad: (2014) -
From measures to ito integrals
av: Kopp, Ekkehard
Publicerad: (2014) -
Measure theory and integration /
av: De Barra, G .
Publicerad: (1981) -
Measurement theory and integration
av: Barra,G De