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Probability essentials / Jean Jacod, Philip Protter

Auteur principal : Jacod, Jean, 1944-, AuteurCo-auteur : Protter, Philip E., 1949-, AuteurType de document : MonographieCollection : UniversitextLangue : anglais.Pays : Allemagne.Mention d'édition: 2nd ed., corrected 2nd printingÉditeur : Berlin : Springer, cop. 2004Description : 1 vol. (X-254 p.) : ill. ; 24 cmISBN : 3540438718.ISSN : 0172-5939.Bibliographie : Bibliogr. p. 249-250. Index.Sujet MSC : 60E10, Probability theory and stochastic processes -- Distribution theory, Characteristic functions; other transforms
60E05, Probability theory and stochastic processes -- Distribution theory, Distributions: general theory
60-01, Probability theory and stochastic processes, Instructional exposition (textbooks, tutorial papers, etc.)
60G42, Probability theory and stochastic processes -- Stochastic processes, Martingales with discrete parameter
En-ligne : Springerlink
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Bibliogr. p. 249-250. Index

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. (Source : Springer)

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