From Measures to Ito Integrals - Aims Library of Mathematical Sciences (Paperback)Ekkehard Kopp (author)
Paperback 128 Pages / Published: 31/03/2011
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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.
Publisher: Cambridge University Press
Number of pages: 128
Weight: 170 g
Dimensions: 216 x 138 x 1 mm
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