دانلود کتاب Measure, Integral and Probability

دانلود کتاب Measure, Integral and Probability

دانلود کتاب  Measure, Integral and Probabilityنوشته Marek Capinski and Ekkehard Kopp تعداد صفحات : 324 به زبان انگلیسی 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.