Cambridge University Press
From Measures to Itô Integrals (English, Ekkehard Kopp)
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Book Details
| ISBN-13 | 9781107400863 |
| ISBN-10 | 1107400864 |
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About the Book
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 mathem…
ISBN: 9781107400863
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