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