Measures, integrals and martingales
Auteur :
Schilling, René L.
Éditeur :
Cambridge University Press
ISBN :
9781316620243
Date de publication :
3 avr. 2017
Dimensions :
24,7 x 17,4 x 2,2 cm
Poids :
970 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Measure and integration are key topics in many areas of mathematics, including analysis, probability, mathematical physics and finance. This book offers a concise yet elementary introduction in which the theory is quickly and simply developed. Few prerequisites are required, making the text suitable for undergraduate lecture courses or self-study.