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Probability Essentials
Engelsk
Bogcover for Probability Essentials af Jean Jacod, Philip Protter, 9783540438717
Specifikationer
Sprog:
Engelsk
Sider:
254
ISBN-13:
9783540438717
Indbinding:
Paperback
ISBN-10:
3540438718
Udg. Dato:
28 okt 2002
Størrelse i cm:
23,6 x 15,3 x 0,9
Serie:
Oplagsdato:
28 okt 2002
Forfatter(e):

Probability Essentials

Engelsk
Paperback 2002
Format:

Bog beskrivelse
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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Specifikationer
Sprog:
Engelsk
Sider:
254
ISBN-13:
9783540438717
Indbinding:
Paperback
ISBN-10:
3540438718
Udg. Dato:
28 okt 2002
Størrelse i cm:
23,6 x 15,3 x 0,9
Serie:
Oplagsdato:
28 okt 2002
Forfatter(e):
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