Measures, Integrals and Martingales

An introduction to measure and integration theory needed in many parts of analysis and probability theory. This illustrated book includes exercises, which are n... » 

An introduction to measure and integration theory needed in many parts of analysis and probability theory. This illustrated book includes exercises, which are not merely drill problems but are there to consolidate what has already been learnt and to discover variants, sideways and extensions to the main material. «