| 書目名稱 | Measure, Integral and Probability | | 編輯 | Marek Capiński,Peter Ekkehard Kopp | | 視頻video | http://file.papertrans.cn/629/628064/628064.mp4 | | 概述 | Fully revised and expanded to include applications to mathematical finance, and a detailed review of the Radon-Nikodym theorem Aimed at 2nd and 3rd year undergraduates, it provides an accessible intro | | 叢書名稱 | Springer Undergraduate Mathematics Series | | 圖書封面 |  | | 描述 | 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 modelling, including the Black-Scholes formula, discussed briefly from a measure-theoretical 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. | | 出版日期 | Textbook 2004Latest edition | | 關鍵詞 | Analysis; Integration; Measure theory; Measure-theoretic probability; Probability; calculus; conditional p | | 版次 | 2 | | doi | https://doi.org/10.1007/978-1-4471-0645-6 | | isbn_softcover | 978-1-85233-781-0 | | isbn_ebook | 978-1-4471-0645-6Series ISSN 1615-2085 Series E-ISSN 2197-4144 | | issn_series | 1615-2085 | | copyright | Springer-Verlag London Limited 2004 |
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