From Measures to Itô Integrals:
From Measures to Itô Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, Itô 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. Th...
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2011
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| Series: | AIMS library series
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| Subjects: | |
| Online Access: | BSB01 FHN01 Volltext |
| Summary: | From Measures to Itô Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, Itô 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 Itô calculus |
| Item Description: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Physical Description: | 1 online resource (vii, 120 pages) |
| ISBN: | 9780511813115 |
| DOI: | 10.1017/CBO9780511813115 |
Staff View
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| 520 | |a From Measures to Itô Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, Itô 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 Itô calculus | ||
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| contents | Probability and measure -- Measures and distribution functions -- Measurable functions/random variables -- Integration and expectation -- Lp-spaces and conditional expectation -- Discrete-time martingales -- Brownian motion -- Stochastic integrals |
| ctrlnum | (ZDB-20-CBO)CR9780511813115 (OCoLC)839014180 (DE-599)BVBBV043940592 |
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| dewey-hundreds | 500 - Natural sciences and mathematics |
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| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
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| id | DE-604.BV043940592 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:39:13Z |
| institution | BVB |
| isbn | 9780511813115 |
| language | English |
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| oclc_num | 839014180 |
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| owner_facet | DE-12 DE-92 |
| physical | 1 online resource (vii, 120 pages) |
| psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO FHN_PDA_CBO |
| publishDate | 2011 |
| publishDateSearch | 2011 |
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| publisher | Cambridge University Press |
| record_format | marc |
| series2 | AIMS library series |
| spelling | Kopp, P. E. 1944- Verfasser aut From Measures to Itô Integrals Ekkehard Kopp Cambridge Cambridge University Press 2011 1 online resource (vii, 120 pages) txt rdacontent c rdamedia cr rdacarrier AIMS library series Title from publisher's bibliographic system (viewed on 05 Oct 2015) Probability and measure -- Measures and distribution functions -- Measurable functions/random variables -- Integration and expectation -- Lp-spaces and conditional expectation -- Discrete-time martingales -- Brownian motion -- Stochastic integrals From Measures to Itô Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, Itô 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 Itô calculus Measure theory / Textbooks Maßtheorie (DE-588)4074626-4 gnd rswk-swf Maßtheorie (DE-588)4074626-4 s 1\p DE-604 Erscheint auch als Druckausgabe 978-1-107-40086-3 https://doi.org/10.1017/CBO9780511813115 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Kopp, P. E. 1944- From Measures to Itô Integrals Probability and measure -- Measures and distribution functions -- Measurable functions/random variables -- Integration and expectation -- Lp-spaces and conditional expectation -- Discrete-time martingales -- Brownian motion -- Stochastic integrals Measure theory / Textbooks Maßtheorie (DE-588)4074626-4 gnd |
| subject_GND | (DE-588)4074626-4 |
| title | From Measures to Itô Integrals |
| title_auth | From Measures to Itô Integrals |
| title_exact_search | From Measures to Itô Integrals |
| title_full | From Measures to Itô Integrals Ekkehard Kopp |
| title_fullStr | From Measures to Itô Integrals Ekkehard Kopp |
| title_full_unstemmed | From Measures to Itô Integrals Ekkehard Kopp |
| title_short | From Measures to Itô Integrals |
| title_sort | from measures to ito integrals |
| topic | Measure theory / Textbooks Maßtheorie (DE-588)4074626-4 gnd |
| topic_facet | Measure theory / Textbooks Maßtheorie |
| url | https://doi.org/10.1017/CBO9780511813115 |
| work_keys_str_mv | AT kopppe frommeasurestoitointegrals |