Probability Essentials - Couverture souple

Jacod, Jean; Protter, Philip

 
9783540664192: Probability Essentials
Couverture souple
ISBN 10 : 354066419X ISBN 13 : 9783540664192
Editeur : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1999

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Date d'édition
1999
Langue
anglais
ISBN 10 
354066419X
ISBN 13 
9783540664192
Reliure
Broché
Nombre de pages
250
Coordonnées du fabricant
non disponible
Personne responsable
CMN Printpool Inh. Mathis Neumann
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

Friedrich-Karl-Str. 9
Hamburg
Allemagne

Autres éditions populaires du même titre

9783642514326: Probability Essentials

Edition présentée

ISBN 10 :  3642514324 ISBN 13 :  9783642514326
Editeur : Springer, 2012
Couverture souple