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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...
| Clasificación: | QA312 C3.67 2004 |
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| Autor principal: | |
| Otros Autores: | |
| Formato: | Libro |
| Idioma: | Inglés |
| Publicado: |
London ; New York :
Springer,
[2004].
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| Edición: | Second edition. |
| Colección: | Springer undergraduate mathematics series ;
|
| Temas: |
| Sumario: | 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 modeling, discussed briefly from a measure-theoretical perspective to help the reader understand the underlying mathematical framework. |
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| Descripción Física: | xv, 311 páginas ; 23 cm. |
| Bibliografía: | Referencias bibliográficas: (página 305) e índice. |
| ISBN: | 1852337818 9781852337810 |
| ISSN: | 1615-2085 |