Measure, Integral and Probability - Couverture souple

Capinski, Marek

Couverture souple

ISBN 10 : 1852337818 ISBN 13 : 9781852337810

Editeur : Springer, 2008

Synopsis

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.

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2008
• Langue: anglais
• ISBN 10: 1852337818
• ISBN 13: 9781852337810
• Reliure: Broché
• Numéro d'édition: 2
• Nombre de pages: 328
• Coordonnées du fabricant: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Allemagne