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...

Olles dieđut

Furkejuvvon:
Bibliográfalaš dieđut
Váldodahkki: Kopp, P. E., 1944-
Searvvušdahkki: ebrary, Inc
Materiálatiipa: Elektrovnnalaš E-girji
Giella:eaŋgalasgiella
Almmustuhtton: Cambridge [England] ; New York : Cambridge University Press, 2011.
Ráidu:AIMS library series.
Fáttát:
Liŋkkat:An electronic book accessible through the World Wide Web; click to view
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