From measures to Ito integrals
Kopp E.
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 theory. This text is ideal preparation for graduate-level courses in mathematical finance and perfect for any reader seeking a basic understanding of the mathematics underpinning the various applications of Itô calculus.
Kategorije:
Godina:
2011
Izdavač:
CUP
Jezik:
english
Strane:
130
ISBN 10:
1107400864
ISBN 13:
9781107400863
Serije:
AIMS Library of Mathematical Sciences
Fajl:
PDF, 765 KB
IPFS:
,
english, 2011
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