Книга From Measures to Ito Integrals Ekkehard Kopp

From Measures to Ito Integrals

Автор: Ekkehard Kopp
Език: Английски език
Корици: С меки корици
Издател: Cambridge University Press
Наличност: Външен склад
Изпращаме след 10-18 дни
36.56 71.51 лв
From Measures to Itô Integrals gives a clear account of measure theory, leading via L2-theory to Bro...

Информация за книгата

Автор
Език
Английски език
Корици
Книга - С меки корици
Издадена
2011
страници
128
EAN
9781107400863
ISBN
1107400864
Enbook ID
04360826
Теглоt
17
Размери
138 x 215 x 7

Пълно описание

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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