## Elementary Probability Theory with Stochastic ProcessesThis 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 Review

User Review - name99 - LibraryThingI 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

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