000			02431 a2200217 4500
999			_c53799 _d53799
008			201020b ||||| |||| 00| 0 eng d
020			_a9783540438717
082			_a519.2 _bJAC
100			_aJacod, Jean
245			_aProbability essentials
250			_a2nd
260			_bSpringer, _c2004. _aNew York:
300			_ax, 254 p.; _bpb; _c24 cm.
365			_aEURO _b59.99
504			_aIncludes bibliographical references and index.
520			_a"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."--BOOK JACKET. 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. The second edition contains some additions to the text and to the references and some parts are completely rewritten.
650			_aMathematics
650			_aDistribution - Probability Theory
700			_aProtter, Philip
942			_2ddc _cTD