From Measures to Itô Integrals /

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"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 th...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Kopp, P. E., 1944- (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge ; New York : Cambridge University Press, 2011, ©2011.
Colección:AIMS library series.
Temas:
Measure theory > Textbooks.
MATHEMATICS > Mathematical Analysis.
MATHEMATICS > Calculus.
Medición
Measure theory
Maßtheorie
Textbooks
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Probability and measure
  • Measures and distribution functions
  • Measurable functions/random variables
  • Integration and expectation
  • Lp-spaces and conditional expectation
  • Discrete-time martingales
  • Brownian motion
  • Stochastic integrals.

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