From Measures to Ito Integrals / Ekkehard Kopp.
"From Measures to Ito Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, Ito 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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| Superior document: | African Institute of Mathematics Library series |
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| Year of Publication: | 2011 |
| Language: | English |
| Series: | AIMS library series.
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| Physical Description: | vii, 120p. :; ill. |
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