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RecordNumber
1468
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Author
Kopp, Ekkehard
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Birth-Death
1944 -
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Title
From Measures to It Integrals
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Author Statement
Ekkehard Kopp
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Publication
Cambridge University Press
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Publication Year
c 2011
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Collation
vii, 120 p
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Series
African Institute of Mathematics Library Series
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Notes
Includes bibliographical references and index , Machine generated contents note: 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.
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Subject
Measure theory - Textbooks , MATHEMATICS - Mathematical Analysis
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LC Class
QA
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LC Number
312
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LC CutterNumber
.K5867
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LC Date
2011
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Link To Document :
