Probability Essentials

Nonfiction, Science & Nature, Mathematics, Applied, Statistics
Cover of the book Probability Essentials by Jean Jacod, Philip Protter, Springer Berlin Heidelberg
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Author: Jean Jacod, Philip Protter ISBN: 9783642556821
Publisher: Springer Berlin Heidelberg Publication: December 6, 2012
Imprint: Springer Language: English
Author: Jean Jacod, Philip Protter
ISBN: 9783642556821
Publisher: Springer Berlin Heidelberg
Publication: December 6, 2012
Imprint: Springer
Language: English

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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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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