Authors:
In the words of one reviewer: "Normally graduate students need two books, one on measure theory and one on probability theory.
This book contains (most of) the essentials of both fields and students can go on directly to Oksendal's book on SDE theory.
I would personally recommend it to my students.
In my eyes this book is, in this respect, a small gold mine."
Includes supplementary material: sn.pub/extras
Part of the book series: Universitext (UTX)
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Table of contents (28 chapters)
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Front Matter
About this book
Reviews
Short Book Reviews, Vol. 21, No. 2, 2001
Authors and Affiliations
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Laboratoire de Probabilités, Université de Paris, Paris Cedex 05, France
Jean Jacod
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School of Operations Research and Industrial Engineering, Cornell University, Ithaca, USA
Philip Protter
Bibliographic Information
Book Title: Probability Essentials
Authors: Jean Jacod, Philip Protter
Series Title: Universitext
DOI: https://doi.org/10.1007/978-3-642-55682-1
Publisher: Springer Berlin, Heidelberg
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 2004
Softcover ISBN: 978-3-540-43871-7Published: 28 October 2002
eBook ISBN: 978-3-642-55682-1Published: 06 December 2012
Series ISSN: 0172-5939
Series E-ISSN: 2191-6675
Edition Number: 2
Number of Pages: X, 254
Topics: Probability Theory and Stochastic Processes, Quantitative Finance