The Brownian Motion : A Rigorous but Gentle Introduction for Economists
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...
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Format: | Book Chapter |
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Cham
Springer Nature
2019
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Online Access: | Get Fullteks DOAB: description of the publication |
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