Produktdetaljer
ISBN
9781139066280
Publisert
2013
Utgave
1. utgave
Utgiver
Cambridge University Press
Språk
Product language
Engelsk
Format
Product format
Digital bok
Forfatter
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.
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Produktdetaljer
ISBN
9781139066280
Publisert
2013
Utgave
1. utgave
Utgiver
Cambridge University Press
Språk
Product language
Engelsk
Format
Product format
Digital bok
Forfatter