Measure, Integral and Probability (Springer Undergraduate Mathematics Series)

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  • ・洋書 (328ページ)
  • / ISBN・EAN: 9781852337810


Measure, Integral and Probability is a gentle introduction that makes measure and integration theory accessible to the average third-year undergraduate student. The ideas are developed at an easy pace in a form that is suitable for self-study, with an emphasis on clear explanations and concrete examples rather than abstract theory. For this second edition, the text has been thoroughly revised and expanded. New features include: * a substantial new chapter, featuring a constructive proof of the Radon-Nikodym theorem, an analysis of the structure of Lebesgue-Stieltjes measures, the Hahn-Jordan decomposition, and a brief introduction to martingales * key aspects of financial modelling, including the Black-Scholes formula, discussed briefly from a measure-theoretical perspective to help the reader understand the underlying mathematical framework. In addition, further exercises and examples are provided to encourage the reader to become directly involved with the material.


  • 経済学生一番の難関と言われる測度論。

  • It is a good introductory textbook of measure theory for undergraduates since it is easy to read, not time-consuming to understand materials. I happened to read the book mainly because I had to be familiar with measure theory or Lebesgue integration prior to study Ergodic theory. However, I came to realize that I should go further to master functional analysis because of this book!

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