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Measure, Integral and Probability by Marek Capinski

Measure, Integral and Probability

by Marek Capinski
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Book cover type: Paperback
  • ISBN13: 9781852337810
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 311
  • Original Price: EUR 34.99
  • Language: English
  • Edition: Softcover Repri
  • Item Weight: 571 grams
  • BISAC Subject(s): Calculus, Probability & Statistics / General, and Mathematical Analysis

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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