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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主要作者: | Kopp, P. E., 1944- |
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企业作者: | ebrary, Inc |
格式: | 电子 电子书 |
语言: | 英语 |
出版: |
Cambridge [England] ; New York :
Cambridge University Press,
2011.
|
丛编: | AIMS library series.
|
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在线阅读: | An electronic book accessible through the World Wide Web; click to view |
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