




Probability Essentials (Universitext) [Paperback]
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Item description for Probability Essentials (Universitext) by Jean Jacod...
This introduction to Probability Theory can be used, at the beginning graduate level, for a onesemester course on Probability Theory or for selfdirection 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. Promise Angels is dedicated to bringing you great books at great prices. Whether you read for entertainment, to learn, or for literacy  you will find what you want at promiseangels.com!
Item Specifications...
Pages 250
Est. Packaging Dimensions: Length: 9.3" Width: 6.16" Height: 0.55" Weight: 0.7 lbs.
Binding Softcover
Publisher Springer
ISBN 354066419X ISBN13 9783540664192

Availability 0 units.

More About Jean Jacod


Jean Jacod was born in 1953.
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Reviews  What do customers think about Probability Essentials (Universitext)?
 All background needed for Ito calculus is here Oct 4, 2000 
This is an excellent and timely textbook on probability and martingale theory. There is an increasing need of thorough but concise treatise of probability theory for researchers and graduate students in Engineering, Economics, Statistics and Mathematical Biology. Very few textbook fill this need. Jacod and Protter succeeded in bringing together essential concepts and theorems in probability/martingale theory in a clear and lucid style and the book is completely selfcontained: all necessary machinery from measure theory are explained and proved while providing a flavor of probabilistic way of thinking. Unlike Williams' "Probability with Martingales", all mathematical details are covered in the body of text. They present conditional expectation through Hilbert space approach and RadonNikodym theorem is proved at the end of the book using martingales. This is an indoctrinated way of showing how martingales are applied in other field of mathematics. Each chapter starts with pedagogical explanation of concept and summary of results. This helps reader grasp concepts and develop intuition. The topics, examples and exercises are carefully chosen and well organized. I found several but minor typos and discrepancy in the notation during the last five chapters. Yes, elegant proof is given for each theorem on martingales but rephrasing them may help make it clear where in the proof previous results are used and applied. Also, it would be a great idea to include introductory texts on stochastic calculus in the reference for the beginning students. Despite these minor suggestions, I recommend the book with enthusiasm. After reading this book, one can take their way immediately to stochastic calculus: Brownian motion and Ito calculus and their applications.    All backgound needed for Ito calculus is here! Oct 4, 2000 
This is an excellent and timely textbook on probability and martingale theory. There is an increasing need of thorough but concise treatise of probability theory for researchers and graduate students in Engineering, Economics, Statistics and Mathematical Biology. Very few textbook fill this need. Jacod and Protter succeeded in bringing together essential concepts and theorems in probability/martingale theory in a clear and lucid style and the book is completely selfcontained: all necessary machinery from measure theory are explained and proved while providing a flavor of probabilistic way of thinking. Unlike Williams' "Probability with Martingales", all mathematical details are covered in the body of text. They present conditional expectation through Hilbert space approach and RadonNikodym theorem is proved at the end of the book using martingales. This is an indoctrinated way of showing how martingales are applied in other field of mathematics. Each chapter starts with pedagogical explanation of concept and summary of results. This helps reader grasp concepts and develop intuition. The topics, examples and exercises are carefully chosen and well organized. I found several but minor typos and discrepancy in the notation during the last five chapters. Yes, elegant proof is given for each theorem on martingales but rephrasing them may help make it clear where in the proof previously results are used and applied. Also, it would be a great idea to include introductory texts on stochastic calculus for the beginning students. Despite these minor suggestions, I recommend the book with enthusiasm. After reading this book, one can take their way immediately to stochastic calculus: Brownian motion and Ito calculus.   Write your own review about Probability Essentials (Universitext)
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