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...
Gorde:
| Egile nagusia: | |
|---|---|
| Erakunde egilea: | |
| Formatua: | Baliabide elektronikoa eBook |
| Hizkuntza: | ingelesa |
| Argitaratua: |
Cambridge [England] ; New York :
Cambridge University Press,
2011.
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| Saila: | AIMS library series.
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| Gaiak: | |
| Sarrera elektronikoa: | An electronic book accessible through the World Wide Web; click to view |
| Etiketak: |
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