Measures and Probabilities

Andreas Löffler and Lutz Kruschwitz
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Andreas Löffler: Free University of Berlin
Lutz Kruschwitz: Free University of Berlin

Chapter 3 in The Brownian Motion, 2019, pp 29-57 from Springer

Abstract: Abstract Continuous-time theory makes use of a sophisticated functional analytical apparatus. If you really want to understand what a Brownian motion is and how to use it, you have no choice but to first deal with measurement theory and general integration theory.

Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-030-20103-6_3

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DOI: 10.1007/978-3-030-20103-6_3

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