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Measure Integral and Probability Softcover reprint of the original 2nd ed. 2004 edition
Marek Capinski
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Measure Integral and Probability Softcover reprint of the original 2nd ed. 2004 edition
Marek Capinski
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.
326 pages, 3 black & white illustrations, biography
| Media | Bøker Bok |
| Utgitt | 27. august 2004 |
| ISBN13 | 9781852337810 |
| Utgivere | Springer London Ltd |
| Antall sider | 311 |
| Mål | 180 × 252 × 18 mm · 517 g |
| Språk | Engelsk |
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