Probability Essentials
by Jean Jacod, P. Protter, J. Jacod
ProbabilitésMathematicsDistribution (Probability theory)WaarschijnlijkheidstheorieProbabilities
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Open LibraryAbout this book
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.
Themes & subjects
ProbabilitésMathematicsDistribution (Probability theory)WaarschijnlijkheidstheorieProbabilities
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