A modern theory of random variation

Muldowney, P. 1946-

A modern theory of random variation with applications in stochastic calculus, financial mathematics, and Feynman integration / [electronic resource] : Patrick Muldowney. - Hoboken, N.J. : Wiley, 2012. - xvi, 527 p. : ill.

Includes bibliographical references and index.

"This book presents a self-contained study of the Riemann approach to the theory of random variation and assumes only some familiarity with probability or statistical analysis, basic Riemann integration, and mathematical proofs. The author focuses on non-absolute convergence in conjunction with random variation"--


Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2011.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.






Random variables.
Calculus of variations.
Path integrals.
Mathematical analysis.


Electronic books.

QA273 / .M85 2012eb

519.2/3