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From Measures to Itô Integrals

Publisher: 
Cambridge University Press
Number of Pages: 
120
Price: 
25.99
ISBN: 
9781107400863
Date Received: 
Thursday, June 2, 2011
Reviewable: 
No
Include In BLL Rating: 
No
Reviewer Email Address: 
Ekkehard Kopp
Series: 
AIMS Library Series
Publication Date: 
2011
Format: 
Paperback
Category: 
Textbook

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.

Publish Book: 
Modify Date: 
Monday, August 8, 2011

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