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25 Remote Warehouse Mathematics- Calculus

Measure Integral & Probability 2ND Edition

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Measure Integral & Probability 2ND Edition Cover

 

Synopses & Reviews

Publisher Comments:

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.

Table of Contents

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

Product Details

ISBN:
9781852337810
Author:
Capinski, Marek
Publisher:
Springer
Author:
Kopp, Peter E.
Author:
Capinski, M.
Location:
London
Subject:
Calculus
Subject:
Mathematical Analysis
Subject:
Probability
Subject:
Probabilities
Subject:
Measure theory
Subject:
Integrals, generalized
Subject:
Analysis
Subject:
Integration
Subject:
Probability & Statistics - General
Subject:
Measure-theoretic probability
Subject:
Mathematics-Calculus
Subject:
Statistics
Subject:
Probability Theory and Stochastic Processes
Subject:
Measure and Integration
Subject:
Quantitative Finance
Subject:
Mathematics
Subject:
B
Subject:
mathematics and statistics
Subject:
Distribution (Probability theory)
Subject:
Global analysis (Mathematics)
Subject:
Finance
Copyright:
Edition Number:
2
Edition Description:
2nd ed. Corr. 2nd printing
Series:
Springer undergraduate mathematics series,
Series Volume:
no. 97
Publication Date:
June 2004
Binding:
TRADE PAPER
Language:
English
Illustrations:
23 schw.-w. Abb., 23 schw.-w. Zeichn.
Pages:
326
Dimensions:
235 x 178 mm 1260 gr

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Science and Mathematics » Biology » General
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