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Measure, Integral and Probability (Paperback, Softcover reprint of the original 2nd ed. 2004) Loot Price: R1,295
Discovery Miles 12 950
Measure, Integral and Probability (Paperback, Softcover reprint of the original 2nd ed. 2004): Marek Capin'ski, Peter E....

Measure, Integral and Probability (Paperback, Softcover reprint of the original 2nd ed. 2004)

Marek Capin'ski, Peter E. Kopp

Series: Springer Undergraduate Mathematics Series

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Loot Price R1,295 Discovery Miles 12 950 | Repayment Terms: R121 pm x 12*

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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.

General

Imprint: Springer London
Country of origin: United Kingdom
Series: Springer Undergraduate Mathematics Series
Release date: March 2004
First published: 2004
Authors: Marek Capin'ski • Peter E. Kopp
Dimensions: 254 x 178 x 18mm (L x W x T)
Format: Paperback
Pages: 311
Edition: Softcover reprint of the original 2nd ed. 2004
ISBN-13: 978-1-85233-781-0
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Vector & tensor analysis
LSN: 1-85233-781-8
Barcode: 9781852337810

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