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Probability Essentials

Language EnglishEnglish
Book Paperback
Book Probability Essentials Jean Jacod
Libristo code: 04333589
This introduction to Probability Theory can be used, at the beginning graduate level, for a one-seme... Full description
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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. The second edition contains some additions to the text and to the references and some parts are completely rewritten.

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About the book

Full name Probability Essentials
Author Jean Jacod
Language English
Binding Book - Paperback
Date of issue 2004
Number of pages 254
EAN 9783540438717
ISBN 3540438718
Libristo code 04333589
Weight 414
Dimensions 153 x 236 x 9
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