From Measures to Ito Integrals PDF (Adobe DRM) download by Ekkehard Kopp

From Measures to Ito Integrals

Cambridge University Press
Publication date: March 2011
ISBN: 9781139066280
Digital Book format: PDF (Adobe DRM)

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From Measures to ItÙ Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, ItÙ 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 ItÙ calculus.
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