Measure, Integral and Probability

di Marek Capinski (Autore)

Peter E. Kopp (Autore)

Springer London Ltd, 2004

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.

• Autore: Marek Capinski, Peter E. Kopp
• Editore: Springer London Ltd
• Collana: Springer Undergraduate Mathematics Series
• Anno: 2004
• Rilegatura: Paperback / softback
• Pagine: 311 p.
• Dimensioni: 254 x 178 mm
• EAN: 9781852337810

Testo in English