Measures, Integrals and Martingales

Measures, Integrals and Martingales pdf epub mobi txt 电子书 下载 2025

出版者:Cambridge University Press
作者:René L. Schilling
出品人:
页数:396
译者:
出版时间:2005-11-10
价格:GBP 39.99
装帧:Paperback
isbn号码:9780521615259
丛书系列:
图书标签:
  • 数学 
  • 测度论 
  • textbook 
  • 教材 
  • math 
  • Probability 
  • Mathematics 
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This book, first published in 2005, introduces measure and integration theory as it is needed in many parts of analysis and probability theory. The basic theory - measures, integrals, convergence theorems, Lp-spaces and multiple integrals - is explored in the first part of the book. The second part then uses the notion of martingales to develop the theory further, covering topics such as Jacobi's generalized transformation Theorem, the Radon-Nikodym theorem, Hardy-Littlewood maximal functions or general Fourier series. Undergraduate calculus and an introductory course on rigorous analysis are the only essential prerequisites, making this text suitable for both lecture courses and for self-study. Numerous illustrations and exercises are included and these are not merely drill problems but are there to consolidate what has already been learnt and to discover variants, sideways and extensions to the main material. Hints and solutions can be found on the author's website, which can be reached from www.cambridge.org/9780521615259.

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看了这么多关于测度的书,这本解释最详细,而且习题有答案。 很好的一本书。推荐。

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看了这么多关于测度的书,这本解释最详细,而且习题有答案。 很好的一本书。推荐。

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