The Brownian Motion A Rigorous but Gentle Introduction for Economist
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 i
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Andreas Löffler Lutz Kruschwitz
The Brownian Motion A Rigorous but Gentle Introduction for Economists
Springer Texts in Business and Economics
Springer Texts in Business and Economics (STBE) delivers high-quality instructional content for undergraduates and graduates in all areas of Business/Management Science and Economics. The series is comprised of selfcontained books with a broad and comprehensive coverage that are suitable for class as well as for individual self-study. All texts are authored by established experts in their fields and offer a solid methodological background, often accompanied by problems and exercises. More information about this series at http://www.springer.com/series/10099
Andreas Löffler • Lutz Kruschwitz
The Brownian Motion A Rigorous but Gentle Introduction for Economists
Andreas L¨offler Department of Finance, Accounting & Taxation Free University of Berlin Berlin, Germany
Lutz Kruschwitz Department of Finance, Accounting & Taxation Free University of Berlin Berlin, Germany
ISSN 2192-4333 ISSN 2192-4341 (electronic) Springer Texts in Business and Economics ISBN 978-3-030-20102-9 ISBN 978-3-030-20103-6 (eBook) https://doi.org/10.1007/978-3-030-20103-6 This book is an open access publication. © The Editor(s) (if applicable) and The Author(s) 2019 Open Access This book is licensed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence and indicate if changes were made. The images or other third party material in this book are included in the book’s Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the book’s Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors, and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, express or implied, with respect to the material contained herein or for any errors or omissions that may have been made. The publisher remains neutral with regard to jurisdictional claims in published maps and institutional affiliations. This Springer imprint is published by the registered company Springer Nature Switzerland AG. The registered company address is: Gewerbestrasse 11, 6330 Cham, Switzerland
Preface
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