From Measures to Itô Integrals / Ekkehard Kopp.

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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. Th...

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Bibliographic Details
Uniform Title:AIMS library series.
Main Author: Kopp, P. E., 1944- (Author)
Language:English
Published: Cambridge : Cambridge University Press, 2011.
Series:AIMS library series.
Subjects:
Measure theory > Textbooks.
Genre:
Textbooks.
Online Access:
Connect to online resource - MSU authorized users (Digital Object Identifier Permalink)
Physical Description:1 online resource (vii, 120 pages) : digital, PDF file(s).
Format: Electronic eBook
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