ENGLISH

Measures, integrals and martingales

By René L. Schilling

Book information

Publisher
Cambridge University Press
Year
2005
ISBN
9780521615259, 0521615259, 0521850150, 9780521850155
Open Library ID
OL7748689M
Language
english
Format
PDF
Filesize
2 MB (1737068 bytes)
Pages
395\395
Library
Kolxo3
Scanned
yes
Time added
2009-07-20 03:45:11

Description

This is a concise and elementary introduction to contemporary measure and integration theory as it is needed in many parts of analysis and probability theory. Undergraduate calculus and an introductory course on rigorous analysis in R are the only essential prerequisites, making the text suitable for both lecture courses and for self-study. Numerous illustrations and exercises are included to consolidate what has already been learned and to discover variants and extensions to the main material. Hints and solutions can be found on the authors website, which can be reached at http://www.motapa.de/measures_integrals_and_martingales/index.html

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