The Brownian Motion : A Rigorous but Gentle Introduction for Economists
Year of publication: |
2019 ; 1st ed. 2019
|
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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 | Theorie | Theory | Stochastischer Prozess | Stochastic process | Messung | Measurement |
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]
|
Extent: | 1 Online-Ressource (X, 125 p. 49 illus., 15 illus. in color) |
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Series: | |
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 |
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