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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| Hoofdauteur: | |
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| Coauteur: | |
| Formaat: | Elektronisch E-boek |
| Taal: | Engels |
| Gepubliceerd in: |
Cambridge [England] ; New York :
Cambridge University Press,
2011.
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| Reeks: | AIMS library series.
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| Onderwerpen: | |
| Online toegang: | An electronic book accessible through the World Wide Web; click to view |
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