From Measures to Itô Integrals

Name: From Measures to Itô Integrals
Brand: Cambridge University Press
SKU: 9781107400863
Price: 3273.00 INR
Availability: InStock

by Ekkehard Kopp

Cambridge University Press

₹3,273

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From the publisher

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.

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