rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Measure, integral and probability
  name:
    name part: Capiński, Marek
    name part: 1951-
    role:
      role term: creator
  name:
    name part: Kopp, P. E.
    name part: 1944-
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  genre: bibliography
  genre: Electronic books.
  origin info:
    place:
      place term: enk
    date issued: 2004
    edition: Second edition.
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (xv, 311 pages)
  abstract: 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.
  table of contents: 1. Motivation and preliminaries -- 2. Measure -- 3. Measurable functions -- 4. Integral -- 5. Spaces of integrable functions -- 6. Product measures -- 7. The Radon-Nikodym theorem -- 8. Limit theorems -- Solutions -- Appendix -- References -- Index.
  note: Marek Capiński and Ekkehard Kopp.
  note: Includes bibliographical references (pages 305) and index.
  subject:
    topic: Measure theory
  subject:
    topic: Integrals, Generalized
  subject:
    topic: Probabilities
  subject:
    topic: Probabilidade
  subject:
    topic: Mesure, Théorie de la
  subject:
    topic: Intégrales généralisées
  subject:
    topic: Probabilites
  subject:
    topic: Lebesgue-Integral
  subject:
    topic: Wahrscheinlichkeitstheorie
  subject:
    topic: Ma€theorie
  subject:
    topic: Integrals, Generalized
  subject:
    topic: Measure theory
  subject:
    topic: Probabilities
  classification: QA312 .C36 2004eb
  classification: 515/.42
  classification: 31.70
  classification: 31.29
  classification: QH 100
  classification: SK 430
  classification: SK 800
  related item:
    title info:
      title: Measure, integral and probability
    name:
      name part: Capiński, Marek, 1951-
    origin info:
      edition: Second edition
    identifier: (DLC) 2004040204
    identifier: (OCoLC)54373075
  related item:
    title info:
      title: Springer undergraduate mathematics series
  identifier: 9781447106456 (electronic bk.)
  identifier: 1447106458 (electronic bk.)
  identifier: 1852337818
  identifier: 9781852337810
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: GW5XE
    record creation date: 140711
    record change date: 20260422230542.1
    record identifier: in00003554197
    language of cataloging:
      language term: eng