Measure, integral and probability

＜図書＞
Measure, integral and probability

責任表示	Marek Capiński and Ekkehard Kopp
シリーズ	Springer undergraduate mathematics series
データ種別	図書
版	2nd ed
出版情報	London : Springer , c2004
本文言語	英語
大きさ	xv, 311 p. : ill ; 24 cm
概要	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 pac... 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. 続きを見る
電子版へのリンク	https://hdl.handle.net/2324/6915890

状態	巻次	所蔵場所	請求記号	刷年	文庫名称	資料番号	コメント	予約・取寄	複写申込	自動書庫
	: pbk	理系図3F 数理独自	CAPI/10/1a	2004		023212004004976		予約・取寄			予約・取寄

一般注記	Includes bibliographical references and index
著者標目	*Capiński, Marek, 1951- Kopp, P. E., 1944-
件　名	LCSH:Measure theory LCSH:Integrals, Generalized LCSH:Probabilities
分　類	LCC:QA312 DC22:515/.42
書誌ID	1001390429
ISBN	1852337818
NCID	BA68557742
巻冊次	: pbk ; ISBN:1852337818
登録日	2009.11.02
更新日	2017.02.18