Measure, Integral and Probability

Capinski, Marek; Kopp, Peter E.

ISBN 10: 1852337818 / ISBN 13: 9781852337810

Edité par Springer, 2004

A propos de cet article

some wear on cover,clean inside,fast ship.

N° de réf. du vendeur 206879

Détails bibliographiques

• Titre: Measure, Integral and Probability
• Éditeur: Springer
• Date de parution: 2004
• Langue: anglais
• ISBN à 10 chiffres: 1852337818
• ISBN à 13 chiffres: 9781852337810
• Reliure: paperback
• Édition: 2nd.
• État de l'article: Good condition
• Poids: 18 onces

A propos de ce titre

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.