1434618

9783540664192

Probability Essentials

Probability Essentials
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  • ISBN-13: 9783540664192
  • ISBN: 354066419X
  • Publisher: Springer

AUTHOR

Jacod, Jean, Protter, Philip

SUMMARY

Most books that deal with probability do not cover any measure theory, yet knowledge of measure theory is needed to learn probability. This book covers all the essentials of probability theory while developing the necessary measure theory. The book will bring its reader from a starting knowledge of probability through the basics of Martingale theory in a lean, directed manner. It is perfect for those needing a quick grounding in probability theory in order to move on to more advanced topics useful in applied areas such as finance, economics, electrical engineering, and operations research.Jacod, Jean is the author of 'Probability Essentials' with ISBN 9783540664192 and ISBN 354066419X.

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