• RecordNumber
    1468
  • Author

    Kopp, Ekkehard

  • Birth-Death
    1944 -
  • Title

    From Measures to It Integrals

  • Author Statement
    Ekkehard Kopp
  • Publication
    Cambridge University Press
  • Publication Year
    c 2011
  • Collation
    vii, 120 p
  • Series
    African Institute of Mathematics Library Series
  • 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.
  • Subject

    Measure theory - Textbooks , MATHEMATICS - Mathematical Analysis

  • LC Class
    QA
  • LC Number
    312
  • LC CutterNumber
    .K5867
  • LC Date
    2011