From Measures to Ito Integrals PDF
by Ekkehard Kopp
Description
From Measures to Ito Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, Ito 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 Ito calculus.
Information
-
Download - Immediately Available
- Format:PDF
- Publisher:Cambridge University Press
- Publication Date:31/03/2011
- Category:
- ISBN:9781139066280
Information
-
Download - Immediately Available
- Format:PDF
- Publisher:Cambridge University Press
- Publication Date:31/03/2011
- Category:
- ISBN:9781139066280