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The Brownian motiona rigorous but ge...

Kruschwitz, Lutz.

The Brownian motiona rigorous but gentle introduction for economists /

Record Type:	Electronic resources : Monograph/item
Title/Author:	The Brownian motionby Andreas Loffler, Lutz Kruschwitz.
Reminder of title:	a rigorous but gentle introduction for economists /
Author:	Loffler, Andreas.
other author:	Kruschwitz, Lutz.
Published:	Cham :Springer International Publishing :2019.
Description:	x, 125 p. :ill. (some col.), digital ;24 cm.
Contained By:	Springer Nature eBook
Subject:	Brownian motion processes.
Online resource:	https://doi.org/10.1007/978-3-030-20103-6
ISBN:	9783030201036$q(electronic bk.)

The Brownian motiona rigorous but gentle introduction for economists /
Loffler, Andreas.

The Brownian motiona rigorous but gentle introduction for economists /[electronic resource] :by Andreas Loffler, Lutz Kruschwitz. - Cham :Springer International Publishing :2019. - x, 125 p. :ill. (some col.), digital ;24 cm. - Springer texts in business and economics,2192-4333. - Springer texts in business and economics..

Introduction -- Set Theory -- Measures and Probabilities -- Random Variables -- Expectation and Lebesque Integral -- Wiener's Construction of the Brownian motion -- Supplements -- References -- Index.

Open access.

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.

ISBN: 9783030201036$q(electronic bk.)

Standard No.: 10.1007/978-3-030-20103-6doiSubjects--Topical Terms:

183837
Brownian motion processes.

LC Class. No.: QA274.75 / .L2 2019

Dewey Class. No.: 332

The Brownian motiona rigorous but gentle introduction for economists /
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505 0 $a Introduction -- Set Theory -- Measures and Probabilities -- Random Variables -- Expectation and Lebesque Integral -- Wiener's Construction of the Brownian motion -- Supplements -- References -- Index.
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