Probability Essentials - J. Jacod, P. Protter

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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. The text covers the essentials in a… Celý popis ↓

VýrobcaSpringer-Verlag GmbH
AutorJ. Jacod, P. Protter
Žánernaučné
NakladateľstvoSpringer-Verlag GmbH
Počet strán254
Rok vydania2002

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Popis Probability Essentials - J. Jacod, P. Protter

Probability Essentials - J. Jacod, P. Protter

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. The text covers the essentials in a directed and lean way with 28 short chapters. It will also be useful for students and teachers in related areas such as Finance Theory (Economics), Electrical Engineering, and Operations Research.

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. 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. The second edition contains some additions to the text and to the references and some parts are completely rewritten.

Probability Essentials - J. Jacod, P. Protter patrí medzi produkty, ktoré ponúkajú vyvážený pomer kvality a ceny. V hornej časti stránky nájdeš hlavný prehľad, nižšie podrobné vlastnosti a technické parametre.

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Výrobca
Springer-Verlag GmbH
Autor
J. Jacod, P. Protter
Žáner
naučné
Nakladateľstvo
Springer-Verlag GmbH
Počet strán
254
Rok vydania
2002

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