Elementary Probability Theory with Stochastic Processes

Elementary Probability Theory with Stochastic Processes
Author: K. L. Chung
Publisher: Springer Science & Business Media
Total Pages: 332
Release: 2013-03-09
Genre: Mathematics
ISBN: 1475739737

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This book provides an elementary introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, amply motivated, explained and illustrated with a large number of carefully selected samples. The fourth edition adds material related to mathematical finance, as well as expansions on stable laws and martingales.