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Measures, Integrals and Martingales (Repost)

Posted on 2011-01-10




Name:Measures, Integrals and Martingales (Repost)
ASIN/ISBN:0521615259
Publisher:Cambridge University Press
Publish Date:edition 2006
Pages:381 pages
File size:2 Mb
Publisher: Cambridge University Press
ISBN: 0521615259
Publish Date: edition 2006
File Type: PDF
Pages: 381 pages
File Size: 2 mb
   Measures, Integrals and Martingales (Repost)

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Measures, Integrals and Martingales

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.

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