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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| Format: | Electronic Book Chapter |
| Language: | English |
| Published: |
Cham
Springer Nature
2019
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| Series: | Springer Texts in Business and Economics
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| Subjects: | |
| Online Access: | DOAB: download the publication DOAB: description of the publication |
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