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Measure, Integral and Probability, Capinski


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Автор: Capinski
Название:  Measure, Integral and Probability
ISBN: 9781852337810
Издательство: Springer
Классификация:


ISBN-10: 1852337818
Обложка/Формат: Paperback
Страницы: 326
Вес: 0.60 кг.
Дата издания: 01.04.2004
Серия: Springer Undergraduate Mathematics Series
Язык: English
Издание: 2nd ed. corr. 2nd pr
Иллюстрации: 3 illustrations, black and white; xv, 311 p. 3 illus.
Размер: 252 x 180 x 18
Читательская аудитория: Tertiary education (us: college)
Ссылка на Издательство: Link
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Поставляется из: Германии
Описание: 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: В· 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 В· 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.
Дополнительное описание: Формат: 254x178
Илюстрации: 23
Круг читателей: 2nd and 3rd year undergraduate students in mathematicsLecturersMasters’ students in mathematical finance
Ключевые слова: Probability
Analysis
Measure theory
Integration
Measure-theoretic probability
Язык: eng
Издание: 2nd ed.
Оглавление: Motivation and Preliminaries.- Measure.- Measurable Functions.- Integral.- Spaces of Integrable Functions.- Product Measures.- The Radon-Nikodym Theorem.- Limit Theorems.- Solutions to Exercises.- Appendix.- References.- Bibliography.- Index



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