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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Bibliografiske detaljer

Hovedforfatter:	Kopp, P. E., 1944-
Institution som forfatter:	ebrary, Inc
Format:	Electronisk eBog
Sprog:	engelsk
Udgivet:	Cambridge [England] ; New York : Cambridge University Press, 2011.
Serier:	AIMS library series.
Fag:	Measure theory > Textbooks. Electronic books.
Online adgang:	An electronic book accessible through the World Wide Web; click to view
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