The Brownian Motion

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Designed for Business and Economics Ph.D. students, this textbook offers an intuitive yet rigorous introduction to modern financial theory. It covers essential concepts like Brownian motion, random processes, measures, and Lebesgue integrals, ensuring accessibility for those with minimal prior knowledge. The text balances mathematical formalism with clear explanations, providing definitions and exploring the narratives behind key terms to illuminate the reasoning behind the presentation of theories.