ENGLISH

Probability Essentials

By Jean Jacod , Philip Protter

Book information

Publisher
Springer
Year
2004
ISBN
3540438718, 9783540438717
LCC
QA273 .J26 2003
Google Books ID
OK_d-w18EVgC
Language
english
Format
DJVU
Filesize
2 MB (2621347 bytes)
Series
Universitext
Edition
2nd
Pages
266\266
DPI
600
Orientation
yes
Scanned
yes
Time added
2011-08-31 04:54:40

Description

This introduction can be used, at the beginning graduate level, for a one-semester course on probability theory or for self-direction without benefit of a formal course; the measure theory needed is developed in the text. It will also be useful for students and teachers in related areas such as finance theory, electrical engineering, and operations research. The text covers the essentials in a directed and lean way with 28 short chapters, and assumes only an undergraduate background in mathematics. Readers are taken right up to a knowledge of the basics of Martingale Theory, and the interested student will be ready to continue with the study of more advanced topics, such as Brownian Motion and Ito Calculus, or Statistical Inference.

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