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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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Bibliographic Details
Main Author: Kopp, P. E., 1944-
Corporate Author: ebrary, Inc
Format: Electronic eBook
Language:English
Published: Cambridge [England] ; New York : Cambridge University Press, 2011.
Series:AIMS library series.
Subjects:
Measure theory > Textbooks.
Electronic books.
Online Access:An electronic book accessible through the World Wide Web; click to view
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