From Measures to Ito Integrals Paperback / softback
by Ekkehard (University of Hull) Kopp
Part of the AIMS Library of Mathematical Sciences series
Paperback / softback
- Information
Description
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.
Information
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Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Paperback / softback
- Pages:128 pages, Worked examples or Exercises; 2 Line drawings, unspecified
- Publisher:Cambridge University Press
- Publication Date:31/03/2011
- Category:
- ISBN:9781107400863
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Paperback / softback
- Pages:128 pages, Worked examples or Exercises; 2 Line drawings, unspecified
- Publisher:Cambridge University Press
- Publication Date:31/03/2011
- Category:
- ISBN:9781107400863
