Author

Contributions

  • Protter, Philip E. - Contributor

Publication

2003 - Springer, Berlin

Language

English

Word Count

63,500 words, Guess

Page Count

254 pages

Identifiers

and 2 more
  • LibraryThing2642935
  • Goodreads819023

Classifications

  • DDC519.2
  • LCCQA273 .J26 2003

Description

This introduction to Probability Theory 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 (Economics), Electrical Engineering, and Operations Research. The text covers the essentials in a directed and lean way with 28 short chapters. Assuming of readers only an undergraduate background in mathematics, it brings them from a starting knowledge of the subject to a knowledge of the basics of Martingale Theory. After learning Probability Theory from this text, 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. The second edition contains some additions to the text and to the references and some parts are completely rewritten.

Subjects

Series Statement

  • Universitext

Reader Reviews

No reviews yet for this book.

Be the first to share your thoughts!