Discover / Book
Probability with martingales
Williams, David · 1991 · 262 pages
Martingales (Mathematics)ProbabilitiesProbability & statisticsScience/MathematicsMathematicsProbability & Statistics - General
As an Amazon Associate we earn from qualifying purchases. Some book links are affiliate links; you pay the same price and we may earn a small commission.
About this book
This is a masterly introduction to the modern, and rigorous, theory of probability. The author emphasises martingales and develops all the necessary measure theory.
Appears in these reading paths
The Best Books to Learn Stochastic Processes
Beginner10books96 hrs5 stages
Related reading guides
Reader reviews
Ratings and notes from readers — tagged with how deep into the subject they were.
Loading reviews…