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