Probability with Martingales

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Product Information

ISBN9780521406055
PublisherCambridge University Press
Price (excl. tax)€60.28
Tax€3.62
Price (incl. tax)€63.90
Availability1 unit in external warehouse

Product Description

This key book is a rigorous account which has Doob's theory of martingales in discrete time as its main theme. A distinguishing feature of this study is its determination to keep the probability flowing at a nice tempo. It achieves this by being selective rather than encyclopaedic, presenting only what is essential to understand the fundamentals.