Measure, Integral and Probability (Springer Undergraduate Mathematics Series)

Measure, Integral and Probability (Springer Undergraduate Mathematics Series)

by Marek Capinski (Author), PeterE.Kopp (Author)

Synopsis

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.

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More Information

Format: Paperback
Pages: 312
Edition: 2nd ed. Corr. 2nd printing
Publisher: Springer
Published: 20 Jul 2004

ISBN 10: 1852337818
ISBN 13: 9781852337810