A Modern Theory of Random Variation by Patrick Muldowney - 9781118166406

A Modern Theory of Random VariationWith Applications in Stochastic Calculus, Financial Mathematics, and Feynman Integration\nAuthor(s): Patrick Muldowney\nFormat: Hardback\nPublisher: John Wiley & Sons Inc, United States\nImprint: John Wiley & Sons Inc\nISBN-13: 9781118166406, 978-1118166406\nSynopsis\nA ground-breaking and practical treatment of probability and stochastic processes\n\n A Modern Theory of Random Variation is a new and radical re-formulation of the mathematical underpinnings of subjects as diverse as investment, communication engineering, and quantum mechanics. Setting aside the classical theory of probability measure spaces, the book utilizes a mathematically rigorous version of the theory of random variation that bases itself exclusively on finitely additive probability distribution functions.\n\n In place of twentieth century Lebesgue integration and measure theory, the author uses the simpler concept of Riemann sums, and the non-absolute Riemann-type integ.