Measures, Integrals and Martingales

Measures, Integrals and Martingales
Author: René L. Schilling
Publisher: Cambridge University Press
Total Pages: 497
Release: 2017-04-03
Genre: Mathematics
ISBN: 1316620247
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A concise, elementary introduction to measure and integration theory, requiring few prerequisites as theory is developed quickly and simply.


Measures, Integrals and Martingales
Language: en
Pages: 497

Measures, Integrals and Martingales

Authors: René L. Schilling
Categories: Mathematics
Type: BOOK - Published: 2017-04-03 - Publisher: Cambridge University Press

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A concise, elementary introduction to measure and integration theory, requiring few prerequisites as theory is developed quickly and simply.
Measures, Integrals and Martingales
Language: en
Pages: 404

Measures, Integrals and Martingales

Authors: René L. Schilling
Categories: Mathematics
Type: BOOK - Published: 2005-11-10 - Publisher: Cambridge University Press

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This book, first published in 2005, introduces measure and integration theory as it is needed in many parts of analysis and probability.
Counterexamples in Measure and Integration
Language: en
Pages: 431

Counterexamples in Measure and Integration

Authors: René L. Schilling
Categories: Mathematics
Type: BOOK - Published: 2021-06-17 - Publisher: Cambridge University Press

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Often it is more instructive to know 'what can go wrong' and to understand 'why a result fails' than to plod through yet another piece of theory. In this text,
Measure, Integral and Probability
Language: en
Pages: 229

Measure, Integral and Probability

Authors: Marek Capinski
Categories: Mathematics
Type: BOOK - Published: 2013-06-29 - Publisher: Springer Science & Business Media

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This very well written and accessible book emphasizes the reasons for studying measure theory, which is the foundation of much of probability. By focusing on me
Martingales and Stochastic Integrals
Language: en
Pages: 0

Martingales and Stochastic Integrals

Authors: P. E. Kopp
Categories: Mathematics
Type: BOOK - Published: 2008-11-20 - Publisher: Cambridge University Press

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This book provides an introduction to the rapidly expanding theory of stochastic integration and martingales. The treatment is close to that developed by the Fr