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Measure, Integral and Probability
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Measure, Integral and Probability Paperback - 2004

by Marek Capinski; Peter E. Kopp

From the publisher

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.

First line

Life is an uncertain business.

Details

  • Title Measure, Integral and Probability
  • Author Marek Capinski; Peter E. Kopp
  • Binding Paperback
  • Edition 2nd
  • Pages 311
  • Volumes 1
  • Language ENG
  • Publisher Springer, New York, NY
  • Date 2004-08-27
  • Features Bibliography, Index
  • ISBN 9781852337810 / 1852337818
  • Weight 1.14 lbs (0.52 kg)
  • Dimensions 9.1 x 6.84 x 0.61 in (23.11 x 17.37 x 1.55 cm)
  • Library of Congress Catalog Number 2004040204
  • Dewey Decimal Code 515.42

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Paperback / softback. New. Provides an introduction to measure and integration theory. This book features 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.
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