Probability Essentials

Jacod, Jean; Protter, Philip E.

ISBN 10: 3540438718 / ISBN 13: 9783540438717

Published by Springer, 2002

May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers. Seller Inventory # 1179387-5

Synopsis:

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.

About the Author:

Bibliographic Details

Title: Probability Essentials
Publisher: Springer
Publication Date: 2002
Binding: Soft cover
Condition: good
Edition: 2nd Edition