Probability Essentials

Jacod, Jean

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ISBN 10: 3540438718 ISBN 13: 9783540438717

Published by Springer, 2002

Language: English

Condition: New Soft cover

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Bibliographic Details

Title

Probability Essentials

Publisher

Springer

Publication Date

2002

Language

English

ISBN 10

3540438718

ISBN 13

9783540438717

Binding

paperback

Edition

2nd Edition

Condition

New

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About this title

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.

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