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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Kaydedildi:
Detaylı Bibliyografya
Yazar: Kopp, P. E., 1944-
Müşterek Yazar: ebrary, Inc
Materyal Türü: Elektronik Ekitap
Dil:İngilizce
Baskı/Yayın Bilgisi: Cambridge [England] ; New York : Cambridge University Press, 2011.
Seri Bilgileri:AIMS library series.
Konular:
Online Erişim:An electronic book accessible through the World Wide Web; click to view
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