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