From Measures to Itô Integrals
(Part of the AIMS Library of Mathematical Sciences Series)
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Book Overview
From Measures to It Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, It 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 It calculus.
Format:Paperback
Language:English
ISBN:1107400864
ISBN13:9781107400863
Release Date:May 2011
Publisher:Cambridge University Press
Length:128 Pages
Weight:0.35 lbs.
Dimensions:0.3" x 5.4" x 8.3"
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