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From Measures to Ito Integrals

Ekkehard Kopp

$38.95

Paperback

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31 March 2011
Finance; Mathematics & Sciences; Integral calculus & equations; Probability & statistics
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.
By:   Ekkehard Kopp
Country of Publication:   United Kingdom
Dimensions:   Height: 216mm,  Width: 138mm,  Spine: 1mm
Weight:   170g
ISBN:   9781107400863
ISBN 10:   1107400864
Series:   AIMS Library of Mathematical Sciences
Publication Date:   31 March 2011
Audience:   College/higher education ,  Professional and scholarly ,  Further / Higher Education ,  Undergraduate
Format:   Paperback
Publisher's Status:   Active

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