Probability Essentials

Philip Protter, Jean Jacod

ISBN 10: 3540438718 / ISBN 13: 9783540438717

Published by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2002

About this Item

We present here a one semester course on Probability Theory. We also treat measure theory and Lebesgue integration, concentrating on those aspects which are especially germane to the study of Probability Theory. The book is intended to fill a current need: there are mathematically sophisticated students and researchers (especially in Engineering, Economics, and Statistics) who need a proper grounding in Probability in order to pursue their primary interests. Many Probability texts available today are celebrations of Probability Theory, containing treatments of fascinating topics to be sure, but nevertheless they make it difficult to construct a lean one semester course that covers (what we believe) are the essential topics.

Seller Inventory # LU-9783540438717

Bibliographic Details

• Title: Probability Essentials
• Publisher: Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE
• Publication Date: 2002
• Language: English
• ISBN 10: 3540438718
• ISBN 13: 9783540438717
• Binding: Paperback
• Edition: 2nd ed. 2004.
• Condition: New

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.

About the Author