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 modeling, discussed briefly from a measure-theoretical perspective to help the reader understand the underlying mathematical framework.
This item is Non-Returnable
Customers Also Bought
Details
- ISBN-13: 9781852337810
- ISBN-10: 1852337818
- Publisher: Springer
- Publish Date: August 2004
- Dimensions: 9.1 x 6.84 x 0.61 inches
- Shipping Weight: 1.14 pounds
- Page Count: 311
Related Categories
