Probability & Measure Theory
- Robert Ash, University of Illinois, Urbana-Champaign, U.S.A.
- Catherine Doleans-Dade, University of Illinois, Urbana-Champaign, U.S.A.
Graduate students, faculty, and other professionals in mathematics, statistics, engineering, and economics; also, graduate students and professionals in physics and computer science.
- Published: December 1999
- Imprint: ACADEMIC PRESS
- ISBN: 978-0-12-065202-0
Published Reviews As reviewed at http://www.contingencyanalysis.com "There are numerous probability texts on the market, which makes choosing one difficult. If you are a financial professional who knows basic probability theory, but wants to take the next step in sophistication, this is the essential text. It introduces basic measure theory and functional analysis, and then delves into probability. The writing is clear and highly accessible. The choice of topics is perfect for financial engineers or financial risk managers: martingales, the inversion theorem, the central limit theorem, Brownian motion and stochastic integrals. I can't praise this book enough. It is exceptional!"