Probability with Martingales by David Williams
This key book is a rigorous account which has Doob's theory of martingales in discrete time as its main theme. A distinguishing feature of this study is its determination to keep the probability flowing at a nice tempo. It achieves this by being selective rather than encyclopaedic, presenting only what is essential to understand the fundamentals.
'… one of the best introductions to Martingale theory' Monatshefte für Mathematik
| SKU | Unavailable |
| ISBN 13 | 9780521406055 |
| ISBN 10 | 0521406056 |
| Title | Probability with Martingales |
| Author | David Williams |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Cambridge University Press |
| Year published | 1991-02-14 |
| Number of pages | 265 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |