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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...
| Hoofdauteur: | |
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| Formaat: | Printed Book |
| Taal: | English |
| Gepubliceerd in: |
Cambridge :
Cambridge University Press,
2011.
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| Reeks: | AIMS library series.
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| Onderwerpen: | |
| Online toegang: | Cover image |
Internet
Cover imageUniversity of Calicut
| Plaatsingsnummer: |
515/.42 |
|---|---|
| Kopie | Status is onbeschikbaar |
| Kopie | Status is onbeschikbaar |