Brownian Motion

Andreas Löffler received his postdoctoral qualification (habilitation) in Mathematics and Economics from the University of Leipzig and Free University Berlin, Germany, and has been a Professor of Banking and Finance at the Department of Finance, Accounting and Taxation of the Free University of Berlin since 2012. Lutz Kruschwitz is a Professor Emeritus of Banking and Finance at the Free University of Berlin, Germany.

• Introduction.- Set Theory.- Measures and Probabilities.- Random Variables.- Expectation and Lebesque Integral.- Wiener's Construction of the Brownian motion.- Supplements.- References.- Index.

“The textbook is excellent for economists and financial economists who want to understand a little deeper in the Brownian motion with this soft introduction.” (Weiping Li, zbMATH 1426.91005, 2020)