Measure, Integral and Probability
Format: Paperback
ISBN13: 9781852337810
Paperback|9781852337810
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Overview
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.
| ISBN-13 | 9781852337810 |
|---|---|
| ISBN-10 | 1852337818 |
| Weight | 2.78 Pounds |
| Dimensions | 7.01 x 0.74 x 9.25 In |
| List Price | $37.99 |
| Edition | 2nd Edition |
| Format | Paperback |
|---|---|
| Language | English |
| Pages | xv, 311 pages |
| Publisher | Springer |
| Published On | 2004-07-20 |
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