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 th...
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| Format: | Électronique eBook |
| Langue: | anglais |
| Publié: |
Cambridge [England] ; New York :
Cambridge University Press,
2011.
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| Collection: | AIMS library series.
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| Accès en ligne: | An electronic book accessible through the World Wide Web; click to view |
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From Measures to It�o Integrals
Publié 2011
An electronic book accessible through the World Wide Web; click to view
Électronique
eBook