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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| Format: | Elektronički e-knjiga |
| Jezik: | engleski |
| Izdano: |
Cambridge [England] ; New York :
Cambridge University Press,
2011.
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| Serija: | AIMS library series.
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| Teme: | |
| Online pristup: | An electronic book accessible through the World Wide Web; click to view |
| Oznake: |
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