Measure, Integral and Probability
Capinski, Marek, Kopp, Peter E.
Produktnummer:
1825bd7b0e4f6044ce93d354cb45fb37ae
| Autor: | Capinski, Marek Kopp, Peter E. |
|---|---|
| Themengebiete: | Analysis Integral Integration Measure-theoretic probability Measure theory Probability calculus conditional probability integration linear optimization |
| Veröffentlichungsdatum: | 27.08.2004 |
| EAN: | 9781852337810 |
| Auflage: | 2 |
| Sprache: | Englisch |
| Seitenzahl: | 311 |
| Produktart: | Kartoniert / Broschiert |
| Verlag: | Springer London |
Produktinformationen "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 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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