Probability Essentials (Universitext)

Jacod, Jean; Protter, Philip E.

ISBN 10: 354066419X / ISBN 13: 9783540664192

Editore: Springer, 1999

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> Edition/Printing: First edition | Shelf wear, corner and edge wear. Soiling. Pencil markings and writing FEP through page 13. Year 1999. 250 pages.

Codice articolo CORV-BBC-0K47127

Dati bibliografici

• Titolo: Probability Essentials (Universitext)
• Editore: Springer
• Data di pubblicazione: 1999
• Lingua: Inglese
• ISBN 10: 354066419X
• ISBN 13: 9783540664192
• Rilegatura: Paperback
• Edizione: First Edition.
• Condizione: Good

Descrizione articolo

Riassunto

This introduction to "probability theory" can be used, at the initial graduate level, for a one-semester course on probability theory or for self-direction without benefit of a formal course. It should be useful for students and teachers in related areas such as finance theory (economics), electrical engineering and operations research. The text covers the essentials with 28 short chapters. Assuming of readers only an undergraduate background in mathematics, it should bring 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 student should be ready to continue with the study of more advanced topics, such as Brownian motion and Ito calculus, or statistical inference.

Recensione

From the reviews:

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

"I like this book, and think that it would be fun to use it for its intended purpose...This book does a fine job for the stated purposes, and it can be highly recommended."

Short Book Reviews, Vol. 21, No. 2, August 2001

"The authors provide the shortest path through the twenty-eight chapter headings. The topis are treated in a mathematically and pedagogically digestible way. The writing is concise and crisp: the average chapter length is about eight pages. ... Numerous exercises add to the value of the text as a teaching tool. In conclusion, this is an excellent text for the intended audience."

From the reviews of the second edition:

"This introduction to probability theory can be used ... for a one-semester course on probability theory ... . 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. ... The second edition contains some additions to the text and so the references and some parts are completely rewritten." (L’ Enseignement Mathematique, Vol. 50 (3-4), 2004)

"The first part of the book ... provides a one-semester course on probability theory, including measure theory and Lebesgue integration, concentrating on those aspects which are especially germane to the study of probability theory. The second part ... covers martingales, super- and submartingales, martingale convergence theorems, and the Radon-Nykodym Theorem, which might prove useful for students of economic and electrical engineering." (Zentralblatt für Didaktik der Mathematik, August, 2003)