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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...

全面介紹

書目詳細資料
主要作者: Kopp, P. E.
格式: Printed Book
語言:English
出版: Cambridge : Cambridge University Press, 2011.
叢編:AIMS library series.
主題:
在線閱讀:Cover image

因特網

Cover image

University of Calicut

持有資料詳情 University of Calicut
索引號: 515/.42
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