測度、積分、確率(第2版・テキスト)<br>Measure, Integral and Probability (Springer Undergraduate Mathematics Series (SUMS)) (2nd ed. 2004. XV, 311 p. w. 23 figs. 23,5 cm)

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測度、積分、確率(第2版・テキスト)
Measure, Integral and Probability (Springer Undergraduate Mathematics Series (SUMS)) (2nd ed. 2004. XV, 311 p. w. 23 figs. 23,5 cm)

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  • 製本 Paperback:紙装版/ペーパーバック版/ページ数 270 p.
  • 商品コード 9781852337810

基本説明

Fully revised and expanded to include applications to mathematical finance, and a detailed review of the Nikodym theorem; Aimed at 2nd and 3rd year undergraduates; Also suitable as preparation for Masters' level courses.

Full Description

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.

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