From Measures to Itô Integrals
$88.70
- Paperback
128 pages
- Release Date
31 March 2011
Summary
Mastering Stochastic Calculus: From Measures to Itô Integrals
From Measures to Itô Integrals offers a comprehensive exploration of measure theory, seamlessly guiding you through L2-theory to the fascinating world of Brownian motion, Itô integrals, and an introduction to martingale calculus.
A solid grasp of basic measure theory is crucial for navigating modern probability theory and the diverse applications of stochastic processes. This book provides the ideal foundation for…
Book Details
| ISBN-13: | 9781107400863 |
|---|---|
| ISBN-10: | 1107400864 |
| Series: | AIMS Library of Mathematical Sciences |
| Author: | Ekkehard Kopp |
| Publisher: | Cambridge University Press |
| Imprint: | Cambridge University Press |
| Format: | Paperback |
| Number of Pages: | 128 |
| Release Date: | 31 March 2011 |
| Weight: | 170g |
| Dimensions: | 216mm x 138mm x 7mm |
About The Author
Ekkehard Kopp
Ekkehard Kopp studied at Stellenbosch University and obtained his PhD from the University of Oxford in 1970. He held academic positions at the University of Hull from 1970 until his retirement in 2004, including serving as Dean of Mathematics and Pro-Vice-Chancellor. He is the author of over 50 publications in analysis, probability and mathematical finance.
Returns
This item is eligible for free returns within 30 days of delivery. See our returns policy for further details.