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...

Popoln opis

Bibliografske podrobnosti

Glavni avtor:	Kopp, P. E., 1944-
Korporativna značnica:	ebrary, Inc
Format:	Elektronski eKnjiga
Jezik:	angleščina
Izdano:	Cambridge [England] ; New York : Cambridge University Press, 2011.
Serija:	AIMS library series.
Teme:	Measure theory > Textbooks. Electronic books.
Online dostop:	An electronic book accessible through the World Wide Web; click to view
Oznake:	Označite Brez oznak, prvi označite!