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.
Ekkehard Kopp Country of Publication: United Kingdom Dimensions:
Weight: 170g ISBN: 9781107400863 ISBN 10: 1107400864 Series:AIMS Library of Mathematical Sciences Publication Date: 31 March 2011 Audience:
Professional and scholarly
Further / Higher Education
Format: Paperback Publisher's Status: Active