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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
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Kartoniert / Broschiert. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Fully revised and expanded to include applications to mathematical finance, and a detailed review of the Radon-Nikodym theorem Aimed at 2nd and 3rd year undergraduates, it provides an accessible introduction that is also suitable for self-study Also suitabl. N° de réf. du vendeur 4289782
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