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Probability Theory
. Ed(S): Prokhorov, Y.V.; Shiryaev, Albert N.
€ 126.69
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Description for Probability Theory
Hardback. This is a survey of stochastic calculus. The topics covered include: Brownian motion; the Ito integral; stochastic differential equations; Malliavin calculus; the general theory of random processes; and martingale theory. Editor(s): Prokhorov, Y.V.; Shiryaev, Albert N. Translator(s): Slater, P.B. Series: Encyclopaedia of Mathematical Sciences. Num Pages: 256 pages, biography. BIC Classification: PBKA; PBT; PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 234 x 156 x 15. Weight in Grams: 556.
Preface In the axioms of probability theory proposed by Kolmogorov the basic "probabilistic" object is the concept of a probability model or probability space. This is a triple (n, F, P), where n is the space of elementary events or outcomes, F is a a-algebra of subsets of n announced by the events and P is a probability measure or a probability on the measure space (n, F). This generally accepted system of axioms of probability theory proved to be so successful that, apart from its simplicity, it enabled one to embrace the classical branches of probability theory and, at ... Read more
Preface In the axioms of probability theory proposed by Kolmogorov the basic "probabilistic" object is the concept of a probability model or probability space. This is a triple (n, F, P), where n is the space of elementary events or outcomes, F is a a-algebra of subsets of n announced by the events and P is a probability measure or a probability on the measure space (n, F). This generally accepted system of axioms of probability theory proved to be so successful that, apart from its simplicity, it enabled one to embrace the classical branches of probability theory and, at ... Read more
Product Details
Format
Hardback
Publication date
1997
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
256
Condition
New
Series
Encyclopaedia of Mathematical Sciences
Number of Pages
256
Place of Publication
Berlin, Germany
ISBN
9783540546870
SKU
V9783540546870
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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