The Brownian Motion A Rigorous but Gentle Introduction for Economists /
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...
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| Main Authors: | , |
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| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2019.
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| Edition: | 1st ed. 2019. |
| Series: | Springer Texts in Business and Economics,
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| Subjects: | |
| Online Access: | Link to Metadata |
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Table of Contents:
- Introduction
- Set Theory
- Measures and Probabilities
- Random Variables
- Expectation and Lebesque Integral
- Wiener's Construction of the Brownian motion
- Supplements
- References
- Index.