The Brownian Motion

by Lutz Kruschwitz

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 1013272862
• ISBN13: 9781013272868
• Release Date: October 2020
• Publisher: Saint Philip Street Press
• Length: 130 Pages
• Weight: 0.70 lbs.
• Dimensions: 0.3" x 8.5" x 11.0"