度量、积分和概率（True PDF）
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.
English | PDF（True）| 2004 | 319页| ISBN:1852337818 | 23 MB《度量、积分和概率》是一本温和的入门书，让一般三年级本科生都能理解度量和积分理论。这些想法以适合自学的形式轻松发展，强调清晰的解释和具体的例子，而不是抽象的理论。对于第二版，文本已经过彻底的修订和扩展。新功能包括：·一个实质性的新章节，以Radon-Nikodym定理的建设性证明、Lebesgue-Stieltjes测度的结构分析、Hahn-Jodan分解和鞅的简要介绍为特色·从测度理论的角度简要讨论了金融建模的关键方面，包括Black-Scholes公式，以帮助读者理解底层数学框架。此外，还提供了进一步的练习和示例，以鼓励读者直接参与材料。本站不对文件进行储存，仅提供文件链接，请自行下载，本站不对文件内容负责，请自行判断文件是否安全，如发现文件有侵权行为，请联系管理员删除。
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