Measure, Integral and Probability is a gentle introduction that makes measure and integration theory accessible to the average thirdyear undergraduate student. The ideas are developed at an easy pace in a form that is suitable for selfstudy, 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 RadonNikodym theorem, an analysis of the structure of LebesgueStieltjes measures, the HahnJordan decomposition, and a brief introduction to martingales key aspects of financial modelling, including the BlackScholes formula, discussed briefly from a measuretheoretical 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.
About Marek Capinski
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Author  :  Marek Capinski 
Publisher  :  Springer London Ltd 
Data Published  :  01 April 2004 
ISBN  :  1852337818 
EAN  :  9781852337810 
Format Book  :  PDF, Epub, DOCx, TXT 
Number of Pages  :  328 pages 
Age +  :  15 years 
Language  :  English 
Rating  : 
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