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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
686   $aMAT034000$2bisacsh
700   $aKopp$b P. E.$f1944-$056444
801  0$bUkCbUP
801  1$bUkCbUP
906   $aBOOK
912   $a9910826084403321
996   $aFrom Measures to Ito? Integrals$93990341
997   $aUNINA