Binding: Paperback
Description: From Measures to It Integrals gives a clear account of measure theory leading via L 2 - theory to Brownian motion It 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 It calculus.
Title: From Measures To Ito Integrals
Author(s): Kopp Ekkehard (University Of Hull)
Publisher: Cambridge University Press
Barcode: 9781107400863
Pages: 128 Pages, Worked Examples Or Exercises; 2 Line Drawings, Unspecified
Publication Date: 5/9/2011
Series: AIMS Library of Mathematical Sciences
Category: Probability & Statistics