TY  - BOOK
AU  - Löffler,Andreas
AU  - Kruschwitz,Lutz
ED  - SpringerLink (Online service)
TI  - The Brownian Motion: A Rigorous but Gentle Introduction for Economists 
T2  - Springer Texts in Business and Economics,
SN  - 9783030201036
AV  - HG1-9999 
U1  - 332 23
PY  - 2019///
CY  - Cham
PB  - Springer International Publishing, Imprint: Springer
KW  - Finance
KW  - Economic theory
KW  - Business enterprises—Finance
KW  - Economics, Mathematical 
KW  - Statistics 
KW  - Finance, general
KW  - Economic Theory/Quantitative Economics/Mathematical Methods
KW  - Business Finance
KW  - Quantitative Finance
KW  - Statistics for Business, Management, Economics, Finance, Insurance
N1  - Introduction -- Set Theory -- Measures and Probabilities -- Random Variables -- Expectation and Lebesque Integral -- Wiener's Construction of the Brownian motion -- Supplements -- References -- Index; Open Access
N2  - 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 the necessary mathematical formalism, making them accessible for readers with little or no previous knowledge of the field. It also includes mathematical definitions and the hidden stories behind the terms discussing why the theories are presented in specific ways.
UR  - https://doi.org/10.1007/978-3-030-20103-6
ER  -