From measures to ito integrals

From Measures to ItÙ Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, ItÙ 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 ItÙ calculus.