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...
Guardat en:
| Autor principal: | |
|---|---|
| Autor corporatiu: | |
| Format: | Electrònic eBook |
| Idioma: | anglès |
| Publicat: |
Cambridge [England] ; New York :
Cambridge University Press,
2011.
|
| Col·lecció: | AIMS library series.
|
| Matèries: | |
| Accés en línia: | An electronic book accessible through the World Wide Web; click to view |
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