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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...
Príomhúdar: | |
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Formáid: | Printed Book |
Teanga: | English |
Foilsithe: |
Cambridge :
Cambridge University Press,
2011.
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Sraith: | AIMS library series.
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Ábhair: | |
Rochtain Ar Líne: | Cover image |
Idirlíon
Cover imageUniversity of Calicut
Gairmuimhir: |
515/.42 |
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Cóip | Live Status Unavailable |
Cóip | Live Status Unavailable |