Elementary Probability Theory with Stochastic Processes

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Springer-Verlag, 1974 - Mathematics - 325 pages
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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.

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User Review  - name99 - LibraryThing

I usually find books on probability boring and irritating, but I was very happy with this one. It does a fine job of covering measure theory in a useful fashion, and is an acceptable first pass at covering stochastic processes. Read full review

Contents

Preface
1
Probability
18
Counting
43
Copyright

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