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From Measures to Itô Integrals

Ekkehard Kopp
Publisher: 
Cambridge University Press
Publication Date: 
2011
Number of Pages: 
120
Format: 
Paperback
Series: 
AIMS Library Series
Price: 
25.99
ISBN: 
9781107400863
Category: 
Textbook
We do not plan to review this book.

Preface
1. Probability and measure
2. Measures and distribution functions
3. Measurable functions/random variables
4. Integration and expectation
5. Lp-spaces and conditional expectation
6. Discrete-time martingales
7. Brownian motion
8. Stochastic integrals
Bibliography
Index.

Dummy View - NOT TO BE DELETED