From Measures to Itô Integrals

DOI10.1017/CBO9780511813115zbMath1232.60001OpenAlexW4251782740MaRDI QIDQ3078326

Ekkehard Kopp

Publication date: 18 February 2011

Full work available at URL: https://doi.org/10.1017/cbo9780511813115

zbMATH Keywords

stochastic integrationBlack-Scholes formulamartingale theoryabstract Lebesgue integrationprobabilistic measure theory

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic integrals (60H05) Probabilistic measure theory (60A10) Foundations of stochastic processes (60G05)

Related Items (2)

On the convergence of two types of estimators of quadratic variation ⋮ Applications of Generalized B∗-Algebras to Quantum Mechanics

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