From Measures to Itô Integrals /
"From Measures to Itô Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, Itô 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 theo...
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| Main Author: | |
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| Format: | Printed Book |
| Language: | English |
| Published: |
Cambridge :
Cambridge University Press,
2011.
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| Series: | AIMS library series.
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| Subjects: | |
| Online Access: | http://assets.cambridge.org/97811074/00863/cover/9781107400863.jpg |
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http://assets.cambridge.org/97811074/00863/cover/9781107400863.jpgDepartment of Mathematics: Stack
| Call Number: |
28 KOP |
|---|---|
| Copy Unknown | Available Place a Hold |
| Copy Unknown | Available Place a Hold |
Department of Statisitcs: Stack
| Call Number: |
515.42 KOP/F |
|---|---|
| Copy Unknown | Available Place a Hold |