02726nam 22006612 450 991082608440332120151005020623.01-107-22245-11-139-07659-097866131111801-139-07087-81-139-08114-41-139-08341-41-139-07887-91-283-11118-70-511-81311-2(CKB)2560000000092582(EBL)691994(OCoLC)781338540(SSID)ssj0000522754(PQKBManifestationID)11322357(PQKBTitleCode)TC0000522754(PQKBWorkID)10538922(PQKB)10810325(UkCbUP)CR9780511813115(MiAaPQ)EBC691994(Au-PeEL)EBL691994(CaPaEBR)ebr10469136(CaONFJC)MIL311118(PPN)189714832(EXLCZ)99256000000009258220141103d2011|||| uy| 0engur|||||||||||txtrdacontentcrdamediacrrdacarrierFrom Measures to Itô Integrals /Ekkehard Kopp[electronic resource]Cambridge :Cambridge University Press,2011.1 online resource (vii, 120 pages) digital, PDF file(s)AIMS library seriesTitle from publisher's bibliographic system (viewed on 05 Oct 2015).1-107-40086-4 Includes bibliographical references and index.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.AIMS library series.Measure theoryTextbooksMeasure theory515/.42MAT034000bisacshKopp P. E.1944-56444UkCbUPUkCbUPBOOK9910826084403321From Measures to Itô Integrals3990341UNINA