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Random variables --- Measure theory --- Measure algebras --- Probabilities

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Group theory --- Hypergroups. --- Hypergroupes. --- Representations of groups. --- Représentations de groupes. --- Measure algebras. --- Algèbres de mesures. --- Hypergroups --- Measure algebras --- Representations of groups --- Group representation (Mathematics) --- Groups, Representation theory of --- Algebras, Measure --- Harmonic analysis --- Measure theory

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From Measures to Itô Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, Itô integrals and a brief look at martingale calculus. Modern probability theory and the applications of stochastic processes rely heavily on an understanding of basic measure theory. This text is ideal preparation for graduate-level courses in mathematical finance and perfect for any reader seeking a basic understanding of the mathematics underpinning the various applications of Itô calculus.

Measure theory --- Lebesgue measure --- Measurable sets --- Measure of a set --- Algebraic topology --- Integrals, Generalized --- Measure algebras --- Rings (Algebra)

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Intégration, Chapitres 1 à 4 Les Éléments de mathématique de Nicolas BOURBAKI ont pour objet une présentation rigoureuse, systématique et sans prérequis des mathématiques depuis leurs fondements. Ce sixième chaptire du Livre d’Intégration, sixième Livre des éléments de mathématique, étend la notion d’intégration à des mesure à valeurs dans des espaces vectoriels de Hausdorff localement convexes. Il contient également une note historique. Ce volume est une réimpression de l’édition de 1959.

Integrals. --- Calculus, Integral --- Mathematics. --- Measure and Integration. --- Math --- Science --- Measure theory. --- Lebesgue measure --- Measurable sets --- Measure of a set --- Algebraic topology --- Integrals, Generalized --- Measure algebras --- Rings (Algebra)

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Measure theory. Mathematical integration --- Integrals, Generalized. --- Measure theory. --- Integrals, Generalized --- Measure theory --- Lebesgue measure --- Measurable sets --- Measure of a set --- Algebraic topology --- Measure algebras --- Rings (Algebra) --- Calculus, Integral