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portada Probability Essentials
Type
Physical Book
Publisher
Year
2004
Language
English
Pages
254
Format
Paperback
Weight
1
ISBN
3540438718
ISBN13
9783540438717
Edition No.
2
Categories

Probability Essentials

Jean Jacod; Philip Protter (Author) · Springer · Paperback

Probability Essentials - Jean Jacod; Philip Protter

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Synopsis "Probability Essentials "

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.

Customers reviews

Cristian Camilo Rodriguez Camacho Thursday, March 09, 2023
Verified Purchase

Es bueno, pero no abre totalmente, es un factor a tener en cuenta

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The book is written in English.
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