Probability essentials / Jean Jacod, Philip Protter.

Format:

Book

Author/Creator:

Jacod, Jean.

Contributor:

Protter, Philip E.

Series:

Universitext

Language:

English

Subjects (All):

Probabilities.

Physical Description:

x, 250 pages ; 24 cm.

Place of Publication:

Berlin ; New York : Springer, [2000]

Summary:

Most books that deal with probability do not cover any measure theory, yet knowledge of measure theory is needed to learn probability. This book covers all the essentials of probability theory while developing the necessary measure theory. The book will bring its reader from a starting knowledge of probability through the basics of Martingale theory in a lean, directed manner. It is perfect for those needing a quick grounding in probability theory in order to move on to more advanced topics useful in applied areas such as finance, economics, electrical engineering, and operations research.

Notes:

Includes bibliographical references (pages [245]-246) and index.

ISBN:

354066419X

OCLC:

42752928