Measure, Integral and Probability |
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| Author:
| Capinski, Marek
Kopp, Peter E. |
| Series title: | Springer Undergraduate Mathematics Ser. |
| ISBN: | 978-1-85233-781-0 |
| Publication Date: | Jan 2004 |
| Publisher: | Springer
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| Book Format: | Paperback |
| List Price: | AUD $78.95 |
Book Description:
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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...
More DescriptionMeasure, 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.