Measures, Integrals and Martingales
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Measures, Integrals and Martingales by Rene Schilling
This book, first published in 2005, introduces measure and integration theory as it is needed in many parts of analysis and probability. Undergraduate calculus and an introductory course on rigorous analysis are the only essential prerequisites, making this text suitable for both lecture courses and for self-study.
'.. thorough introduction to a wide variety of first year graduate level topics in analysis... accessible to anyone with a strong undergraduate background in calculus, linear algebra, and real analysis.' Zentralblatt MATH
'This is a concise and elementary introduction to measure and integration theory as need nowadays in many parts of analysis and probability theory.' L'Enseignement Mathematique
'I have not seen some of the topics that are mentioned above ... treated successfully at undergraduate level before, and the book is worth having for these alone ... [it] has the potential to revitalize the way that measure theory is taught.' Journal of the Royal Statistical Society
'This is a concise and elementary introduction to measure and integration theory as need nowadays in many parts of analysis and probability theory.' L'Enseignement Mathematique
'I have not seen some of the topics that are mentioned above ... treated successfully at undergraduate level before, and the book is worth having for these alone ... [it] has the potential to revitalize the way that measure theory is taught.' Journal of the Royal Statistical Society
Rene Schilling is a Professor of Stochastics at the University of Marburg.
| SKU | Unavailable |
| ISBN 13 | 9780521615259 |
| ISBN 10 | 0521615259 |
| Title | Measures, Integrals and Martingales |
| Author | Rene Schilling |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Cambridge University Press |
| Year published | 2005-11-10 |
| Number of pages | 396 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |