From Measures to Itô Integrals

Submitted by Anonymous on Fri, 03/21/2025 - 01:37

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https://www.awin1.com/pclick.php?p=40786146435&a=718345&m=3787

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40786146435

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Books

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24.99

book_author_name:

Ekkehard Kopp

book_type:

Paperback

publisher:

Cambridge University Press

published_date:

31/03/2011

isbn:

9781107400863

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Books > Science, Technology & Medicine > Mathematics & science > Mathematics > Calculus & mathematical analysis

specifications:

Ekkehard Kopp|Paperback|Cambridge University Press|31/03/2011

Merchant Product Id:

9781107400863

Book 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.

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