From Measures to Ito Integrals

Submitted by Anonymous on Sat, 02/13/2021 - 03:05

aw_deep_link:

https://www.awin1.com/pclick.php?p=28478457723&a=718345&m=3787

aw_product_id:

28478457723

merchant_image_url:

https://cdn.waterstones.com/bookjackets/large/9781/1074/9781107400863.jpg

merchant_category:

Books

search_price:

21.99

book_author_name:

Ekkehard Kopp

book_type:

Paperback

publisher:

Cambridge University Press

published_date:

31/03/2011

isbn:

9781107400863

Merchant Product Cat path:

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 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.

Custom Categories:

Science, Technology & Medicine