Probability Theory III: Stochastic Calculus
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Preface In the axioms of probability theory proposed by Kolmogorov the basic "probabilistic" object is the concept of a probability model or probability space. This is a triple (n, F, P), where n is the space of elementary events or outcomes, F is a a-algebra of subsets of n announced by the events and P is a probability measure or a probability on the measure space (n, F). This generally accepted system of axioms of probability theory proved to be...
Format:Paperback
Language:English
ISBN:3642081223
ISBN13:9783642081224
Release Date:December 2010
Publisher:Springer
Length:256 Pages
Weight:0.82 lbs.
Dimensions:0.6" x 6.1" x 9.2"
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