Elementary Probability Theory with Stochastic Processes
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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LibraryThing ReviewUser 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