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- Autorius: Ekkehard Kopp
- Leidėjas: Cambridge University Press
- Metai: 2011
- ISBN: 9781139066280
- ISBN-10: 1139066285
- ISBN-13: 9781139066280
- Formatas: ACSM ?
- Kalba: Anglų
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Aprašymas
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.
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- Autorius: Ekkehard Kopp
- Leidėjas: Cambridge University Press
- Metai: 2011
- ISBN: 9781139066280
- ISBN-10: 1139066285
- ISBN-13: 9781139066280
- Formatas: ACSM ?
- Kalba: Anglų
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.
Atsiliepimai