The Brownian Motion : A Rigorous but Gentle Introduction for Economists

by Andreas Löffler, Lutz Kruschwitz

This open access textbook is the first to provide Business and Economics Ph.D. students with a precise and intuitive introduction to the formal backgrounds of modern financial theory. It explains Brownian motion, random processes, measures, and Lebesgue integrals intuitively, but without sacrificing the necessary mathematical formalism, making them accessible for readers with little or no previous knowledge of the field. It also includes mathematical definitions and the hidden stories behind the terms discussing why the theories are presented in specific ways

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Year of publication:	2019 ; 1st ed. 2019
Authors:	Löffler, Andreas ; Kruschwitz, Lutz
Publisher:	Cham : Springer
Subject:	Brownian motion \| Lebesgue integral \| Random variables \| Measurement theory \| Set theory \| Financial theory \| Stochastics \| Expectation \| Wiener construction \| Measures \| Open Access \| Stochastischer Prozess \| Stochastic process \| Theorie \| Theory
Description of contents:	Introduction -- Set Theory -- Measures and Probabilities -- Random Variables -- Expectation and Lebesque Integral -- Wiener's Construction of the Brownian motion -- Supplements -- References -- Index Description [zbmath.org]

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Extent:	1 Online-Ressource (X, 125 p. 49 illus., 15 illus. in color)
Series:	Springer Texts in Business and Economics Springer eBooks / Economics and Finance Springer eBook Collection
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-3-030-20103-6 ; 978-3-030-20102-9
Other identifiers:	10.1007/978-3-030-20103-6 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012398673