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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 th...
| Call Number: | Libro Electrónico |
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| Main Author: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Cambridge ; New York :
Cambridge University Press,
2011, ©2011.
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| Series: | AIMS library series.
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| Subjects: | |
| Online Access: | Texto completo |