LEADER 00963nam1 2200361 450 001 990000789700203316 035 $a0078970 035 $aUSA010078970 035 $a(ALEPH)000078970USA01 035 $a0078970 100 $a20011205d--------km-y0itay0103----ba 101 $afre 102 $aFR 105 $a||||||||001yy 200 1 $aTraite de droit criminel$fRoger Merle, André Vitu 210 $aParis$cCujas 215 $av.$d24 cm 410 $12001 461 1$1001-------$12001 606 0 $aDiritto penale$yFrancia 676 $a345.44 700 1$aMERLE,$bRoger$0225497 701 1$aVITU,$bAndré$0421281 801 0$aIT$bsalbc$gISBD 912 $a990000789700203316 951 $aIG XI 328,407$bEC$cIG XI 959 $aBK 969 $aECO 979 $aPATTY$b90$c20011205$lUSA01$h1703 979 $c20020403$lUSA01$h1726 979 $aPATRY$b90$c20040406$lUSA01$h1654 996 $aTraite de droit criminel$9965959 997 $aUNISA LEADER 02691nam 22006492 450 001 9910465426703321 005 20151005020623.0 010 $a1-107-22245-1 010 $a1-139-07659-0 010 $a9786613111180 010 $a1-139-07087-8 010 $a1-139-08114-4 010 $a1-139-08341-4 010 $a1-139-07887-9 010 $a1-283-11118-7 010 $a0-511-81311-2 035 $a(CKB)2560000000092582 035 $a(EBL)691994 035 $a(OCoLC)781338540 035 $a(SSID)ssj0000522754 035 $a(PQKBManifestationID)11322357 035 $a(PQKBTitleCode)TC0000522754 035 $a(PQKBWorkID)10538922 035 $a(PQKB)10810325 035 $a(UkCbUP)CR9780511813115 035 $a(MiAaPQ)EBC691994 035 $a(PPN)189714832 035 $a(Au-PeEL)EBL691994 035 $a(CaPaEBR)ebr10469136 035 $a(CaONFJC)MIL311118 035 $a(EXLCZ)992560000000092582 100 $a20141103d2011|||| uy| 0 101 0 $aeng 135 $aur||||||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aFrom Measures to Ito? Integrals /$fEkkehard Kopp$b[electronic resource] 210 1$aCambridge :$cCambridge University Press,$d2011. 215 $a1 online resource (vii, 120 pages) $cdigital, PDF file(s) 225 1 $aAIMS library series 300 $aTitle from publisher's bibliographic system (viewed on 05 Oct 2015). 311 $a1-107-40086-4 320 $aIncludes bibliographical references and index. 327 $aProbability 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. 330 $aFrom Measures to Ito? Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, Ito? integrals and a brief look at martingale calculus. Modern probability theory and the applications of stochastic processes rely heavily on an understanding of basic measure theory. This text is ideal preparation for graduate-level courses in mathematical finance and perfect for any reader seeking a basic understanding of the mathematics underpinning the various applications of Ito? calculus. 410 0$aAIMS library series. 606 $aMeasure theory$vTextbooks 615 0$aMeasure theory 676 $a515/.42 700 $aKopp$b P. E.$f1944-$056444 801 0$bUkCbUP 801 1$bUkCbUP 906 $aBOOK 912 $a9910465426703321 996 $aFrom Measures to Ito? Integrals$92475390 997 $aUNINA