Probability Essentials by Jean Jacod at Bookstore UAE
Probability Essentials

Probability Essentials


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About the Book

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.
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Product Details
  • ISBN-13: 9783540438717
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Depth: 19
  • Height: 229 mm
  • No of Pages: 254
  • Series Title: Universitext
  • Weight: 412 gr
  • ISBN-10: 3540438718
  • Publisher Date: 02 Jun 2004
  • Binding: Paperback
  • Edition: 2nd Corrected ed. 2004. Corr. 2nd printing 2004
  • Language: English
  • Returnable: Y
  • Spine Width: 13 mm
  • Width: 155 mm


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