From Measures to Itô Integrals

From Measures to Itô Integrals / Ekkehard Kopp.

"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 th...

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Bibliographic Details
Main Author: Kopp, P. E., 1944- (Author)
Format: eBook
Language:English
Published: Cambridge ; New York : Cambridge University Press, 2011, ©2011.
Series:AIMS library series.
Subjects:
Measure theory > Textbooks.
MATHEMATICS > Mathematical Analysis.
MATHEMATICS > Calculus.
Medición
Measure theory
Maßtheorie
Electronic book.
Textbooks
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