Overview
- 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)
Keywords
About this book
Reviews
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)
Authors and Affiliations
Bibliographic Information
Book Title: Probability Essentials
Authors: Jean Jacod, Philip Protter
Series Title: Universitext
DOI: https://doi.org/10.1007/978-3-642-51431-9
Publisher: Springer Berlin, Heidelberg
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 2000
eBook ISBN: 978-3-642-51431-9Published: 06 December 2012
Series ISSN: 0172-5939
Series E-ISSN: 2191-6675
Edition Number: 1
Number of Pages: X, 250
Number of Illustrations: 1 b/w illustrations