Expectation and Lebesgue Integral

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

Chapter 5 in The Brownian Motion, 2019, pp 69-86 from Springer

Abstract: Abstract In the previous chapter we dealt with the concept of probability in the context of any event space Ω. We described how to proceed appropriately to define a probability as a measure of a set. Now we are focusing on the determination of expectations and variances.

Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-030-20103-6_5

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DOI: 10.1007/978-3-030-20103-6_5

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