Abstract
In the first two chapters, we outline definitions and results from basic real analysis and measure theory, and their application to probability. These concepts form the foundation for all that follows.
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Cohen, S.N., Elliott, R.J. (2015). Measure and Integral. In: Stochastic Calculus and Applications. Probability and Its Applications. Birkhäuser, New York, NY. https://doi.org/10.1007/978-1-4939-2867-5_1
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DOI: https://doi.org/10.1007/978-1-4939-2867-5_1
Publisher Name: Birkhäuser, New York, NY
Print ISBN: 978-1-4939-2866-8
Online ISBN: 978-1-4939-2867-5
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