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Measure Integral and Probability Marek Capinski Softcover reprint of the original 2nd ed. 2004 edition
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Measure Integral and Probability
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
| Medien | Bücher Buch |
| Erscheinungsdatum | 27. August 2004 |
| ISBN13 | 9781852337810 |
| Verlag | Springer London Ltd |
| Seitenanzahl | 311 |
| Maße | 180 × 252 × 18 mm · 517 g |
| Sprache | Englisch |
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