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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...
主要作者: | |
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格式: | Printed Book |
語言: | English |
出版: |
Cambridge :
Cambridge University Press,
2011.
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叢編: | AIMS library series.
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主題: | |
在線閱讀: | Cover image |
因特網
Cover imageUniversity of Calicut
索引號: |
515/.42 |
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復印件 | Live Status Unavailable |
復印件 | Live Status Unavailable |