Schilling, Rene L.
Measures, Integrals and Martingales
- ISBN 13:
- 9781316620243
- author:
- Schilling, Rene L.
- format:
- Paperback
- publisher:
- Cambridge University Press
- language:
- English
- Publication Year:
- 2017
- Pages:
- 512
- Dimensions:
- 24.7 x 17.4 x 2.2 centimetres (0
- Genre:
- Science, Mathematics, Statistics,
- Condition:
- New
- Availability:
- Item usually sent within 5 working days
Description
Measures, Integrals and Martingales is a concise introduction to measure and integration theory, essential for understanding various areas of mathematics, including analysis, probability, mathematical physics, and finance.
This textbook explores core ideas of measure and integration, using martingales to develop the theory further. Additional topics include Jacobi's transformation theorem, the Radon-Nikodym theorem, differentiation of measures, and Hardy-Littlewood maximal functions. The second edition includes newly added chapters on Hausdorff measures, Fourier analysis, vague convergence, and classical proofs of key theorems.
With numerous illustrations and over 400 exercises, this book is suitable for undergraduate lecture courses or self-study. Full solutions to all exercises are available online. This volume forms a companion to René Schilling's Counterexamples in Measure and Integration, providing a comprehensive resource for those studying measure and integration theory.
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