Probability via Expectation /
This book has exerted a continuing appeal since publication of its original edition in 1970. It develops the theory of probability from axioms on the expectation functional rather than on probability measure, demonstrates that the standard theory unrolls more naturally and economically this way, and...
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| Format: | eBook |
| Language: | English |
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New York, NY :
Springer New York,
2000.
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| Edition: | Fourth edition. |
| Series: | Springer texts in statistics.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
Table of Contents:
- Uncertainty, Intuition and Expectation
- Expectation
- Probability
- Some Basic Models
- Conditioning
- Applications of the Independence Concept
- The Two Basic Limit Theorems
- Continuous Random Variables and Their Transformations
- Markov Processes in Discrete Time
- Markov Processes in Continuous Time
- Action Optimisation: Dynamic Programming
- Optimal Resource Allocation
- Finance: Option Pricing and the Implied Martingale
- Second-Order Theory
- Consistency and Extension: The Finite-Dimensional Case
- Stochastic Convergence
- Martingales
- Extension: Examples of the Infinite-Dimensional Case
- Large-Deviation Theory
- Quantum Mechanics.