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 ...
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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 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.
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Add this copy of Measure, Integral and Probability to cart. $21.76, good condition, Sold by ThriftBooks-Dallas rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2004 by Springer.
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Add this copy of Measure, Integral and Probability to cart. $21.76, good condition, Sold by ThriftBooks-Reno rated 4.0 out of 5 stars, ships from Reno, NV, UNITED STATES, published 2004 by Springer.
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