Measure, Integral and Probability (Paperback) (ISBN-13: 9781852337810)

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.

Author: Marek Capinski, Peter E. Kopp
ISBN-10: 1852337818
ISBN-13: 9781852337810
Publisher: Springer
Language: English
Published: 08/27/2004
Pages: 311
Format: Paperback
Weight: 1.14lbs
Size: 9.10h x 6.84w x 0.61d