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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Bibliographic Details

Main Author:	Kopp, P. E., 1944- (Author)
Corporate Author:	ebrary, Inc
Format:	eBook
Language:	English
Published:	Cambridge ; New York : Cambridge University Press, 2011
Series:	AIMS library series.
Subjects:	Measure theory > Textbooks. MATHEMATICS > Mathematical Analysis. MATHEMATICS > Calculus. Electronic books.
Online Access:	Connect to the full text of this electronic book