Probability Essentials. Second edition

Jacod, Jean, Protter, Philip

ISBN 10: 3540438718 / ISBN 13: 9783540438717

Verlag: Springer, 2004

2004 corrected second printing of the 2nd edition, 264 pp., Paperback, top corner rubbed, else very good. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Bestandsnummer des Verkäufers ZB1347721

Inhaltsangabe:

This introduction 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, electrical engineering, and operations research. The text covers the essentials in a directed and lean way with 28 short chapters, and assumes only an undergraduate background in mathematics. Readers are taken right up to a knowledge of the basics of Martingale Theory, and 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.

Über die Autorin bzw. den Autor:

Bibliografische Details

Titel: Probability Essentials. Second edition
Verlag: Springer
Erscheinungsdatum: 2004
Einband: Softcover
Zustand: Very Good
Auflage: 2. Auflage