Measure, integral and probability /
Measure, Integral and Probability is a gentle introduction that makes measure and integration theory accessible to the average third-year undergraduate student. The ideas are developed at an easy pace in a form that is suitable for self-study, with an emphasis on clear explanations and concrete exam...
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| Format: | eBook |
| Language: | English |
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London ; New York :
Springer,
[2004]
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| Edition: | Second edition. |
| Series: | Springer undergraduate mathematics series.
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | Measure, Integral and Probability is a gentle introduction that makes measure and integration theory accessible to the average third-year undergraduate student. The ideas are developed at an easy pace in a form that is suitable for self-study, with an emphasis on clear explanations and concrete examples rather than abstract theory. For this second edition, the text has been thoroughly revised and expanded. New features include: a substantial new chapter, featuring a constructive proof of the Radon-Nikodym theorem, an analysis of the structure of Lebesgue-Stieltjes measures, the Hahn-Jordan decomposition, and a brief introduction to martingales key aspects of financial modelling, including the Black-Scholes formula, discussed briefly from a measure-theoretical perspective to help the reader understand the underlying mathematical framework. In addition, further exercises and examples are provided to encourage the reader to become directly involved with the material. |
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| Physical Description: | 1 online resource (xv, 311 pages) |
| Bibliography: | Includes bibliographical references (pages 305) and index. |
| ISBN: | 9781447106456 (electronic bk.) 1447106458 (electronic bk.) |
| ISSN: | 1615-2085 |