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![Measure Theory and Filtering by Lakhdar Aggoun, Robert J. Elliott](https://558130.bdp32.group/rails/active_storage/representations/redirect/eyJfcmFpbHMiOnsibWVzc2FnZSI6IkJBaHBBOVZ2YUE9PSIsImV4cCI6bnVsbCwicHVyIjoiYmxvYl9pZCJ9fQ==--3a0038efbcd2192a7c041c67f4ab8623f3896fea/eyJfcmFpbHMiOnsibWVzc2FnZSI6IkJBaDdCem9MWm05eWJXRjBTU0lJYW5CbkJqb0dSVlE2RkhKbGMybDZaVjkwYjE5c2FXMXBkRnNIYVFJc0FXa0M5QUU9IiwiZXhwIjpudWxsLCJwdXIiOiJ2YXJpYXRpb24ifX0=--038335c90cf75c275ae4d36968ac417dc4a0a3e3/Measure%20Theory%20and%20Filtering.jpg)
258 pages • missing pub info (editions)
ISBN/UID: 9780521838030
Format: Hardcover
Language: English
Publisher: Cambridge University Press
Publication date: 01 June 2004
Description
Aimed primarily at those outside of the field of statistics, this book not only provides an accessible introduction to measure theory, stochastic calculus, and stochastic processes, with particular emphasis on martingales and Brownian motion, but ...
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![Measure Theory and Filtering by Lakhdar Aggoun, Robert J. Elliott](https://558130.bdp32.group/rails/active_storage/representations/redirect/eyJfcmFpbHMiOnsibWVzc2FnZSI6IkJBaHBBOVZ2YUE9PSIsImV4cCI6bnVsbCwicHVyIjoiYmxvYl9pZCJ9fQ==--3a0038efbcd2192a7c041c67f4ab8623f3896fea/eyJfcmFpbHMiOnsibWVzc2FnZSI6IkJBaDdCem9MWm05eWJXRjBTU0lJYW5CbkJqb0dSVlE2RkhKbGMybDZaVjkwYjE5c2FXMXBkRnNIYVFJc0FXa0M5QUU9IiwiZXhwIjpudWxsLCJwdXIiOiJ2YXJpYXRpb24ifX0=--038335c90cf75c275ae4d36968ac417dc4a0a3e3/Measure%20Theory%20and%20Filtering.jpg)
258 pages • missing pub info (editions)
ISBN/UID: 9780521838030
Format: Hardcover
Language: English
Publisher: Cambridge University Press
Publication date: 01 June 2004
Description
Aimed primarily at those outside of the field of statistics, this book not only provides an accessible introduction to measure theory, stochastic calculus, and stochastic processes, with particular emphasis on martingales and Brownian motion, but ...