Probability with Martingales (Cambridge Mathematical Textbooks)
Publisher: Cambridge University Press
Published: February 22, 1991
Language: eng
Format: Paperback
Number of pages: 272
ISBN-13: 9780521406055
Subjects: Probability & statistics; Science/Mathematics; Mathematics; Probability & Statistics - General; Mathematics / Differential Equations; Differential Equations
First sentence: The purpose of this chapter is threefold: to take something which is probably well known to you from books such as the immortal Feller (1957) or Ross (1976), so that you start on familiar ground; to make you start to think about some of the problems involved in making the elementary treatment into rigorous mathematics; and to indicate what new results appear if one applies the somewhat more advanced theory developed in this book.