From Measures to Ito Integrals gives a clear account of measure
theory, leading via L2-theory to Brownian motion, Ito integrals and
a brief look at martingale calculus. Modern probability theory and
the applications of stochastic processes rely heavily on an
understanding of basic measure theory. This text is ideal
preparation for graduate-level courses in mathematical finance and
perfect for any reader seeking a basic understanding of the
mathematics underpinning the various applications of Ito calculus.
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