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Measure Integral & Probability 2ND Editionby Marek Capinski
Synopses & ReviewsPublisher Comments:Measure, Integral and Probability is a gentle introduction that makes measure and integration theory accessible to the average thirdyear undergraduate student. The ideas are developed at an easy pace in a form that is suitable for selfstudy, 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 RadonNikodym theorem, an analysis of the structure of LebesgueStieltjes measures, the HahnJordan decomposition, and a brief introduction to martingales · key aspects of financial modelling, including the BlackScholes formula, discussed briefly from a measuretheoretical 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 ContentsMotivation and Preliminaries. Measure. Measurable Functions. Integral. Spaces of Integrable Functions. Product Measures. The RadonNikodym Theorem. Limit Theorems. Solutions to Exercises. Appendix. References. Bibliography. Index
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Other books you might likeRelated SubjectsScience and Mathematics » Biology » General Science and Mathematics » Mathematics » Analysis General Science and Mathematics » Mathematics » Calculus » General Science and Mathematics » Mathematics » Probability and Statistics » General Science and Mathematics » Mathematics » Probability and Statistics » Statistics 

