Measure, Integral and Probability (Springer Undergraduate Mathematics Series)
Measure, Integral and Probability (Springer Undergraduate Mathematics Series)

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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.

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  • Released: November 16, 2020
  • Author: Peter E. Kopp
  • Rating: 3,5
  • Publisher: Ebook DIgital Agency
  • Total Page: 734 pages
  • File Size: 3670 KB
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