Ekkehard Kopp《From Measures to Ito Integrals》

Ekkehard Kopp《From Measures to Ito Integrals》

作者:Ekkehard Kopp

出版年:2011-3

评分:0.0

ISBN:9781107400863

所属分类:行业好书

书刊介绍

内容简介

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.

相关推荐

微信二维码