Measure, Integral and Probability

ISBN-10: 1852337818
ISBN-13: 9781852337810
Edition: 2nd 2004 (Revised)
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Description: 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  More...

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Book details

List price: $49.95
Edition: 2nd
Copyright year: 2004
Publisher: Springer
Publication date: 7/20/2004
Binding: Paperback
Pages: 311
Size: 7.00" wide x 9.25" long x 0.75" tall
Weight: 0.902
Language: English

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.

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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