From Measures to It�o Integrals
"From Measures to It�o Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, It�o 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 theory....
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| Korporativní autor: | |
| Médium: | Elektronický zdroj E-kniha |
| Jazyk: | angličtina |
| Vydáno: |
Cambridge [England] ; New York :
Cambridge University Press,
2011.
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| Edice: | AIMS library series.
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| Témata: | |
| On-line přístup: | An electronic book accessible through the World Wide Web; click to view |
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Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
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