Publication

1999-12-01 - Springer

Language

English

Word Count

62,500 words, Guess

Page Count

250 pages

Physical Format

Paperback

Identifiers

and 3 more
  • Library of Congress Control Number99054504
  • Goodreads4958713
  • LibraryThing2642935

Classifications

  • LCCQA273 .J26 2000

Description

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.

Subjects

Other Editions

  • Probability Essentials (Universitext)PaperbackSpringer1999-12-01

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