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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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Detalles Bibliográficos
Autor Principal: Kopp, P. E., 1944-
Autor Corporativo: ebrary, Inc
Formato: Electrónico eBook
Idioma:inglés
Publicado: Cambridge [England] ; New York : Cambridge University Press, 2011.
Series:AIMS library series.
Subjects:
Measure theory > Textbooks.
Electronic books.
Acceso en liña:An electronic book accessible through the World Wide Web; click to view
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