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Springer Probability and Stochastics: Graduate Texts in Mathematics 261

Amazon

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£52.98 £15.73 £23.86 £31.99 £40.11 £48.24 £56.37 28 July 2026 15 August 2026 03 September 2026 21 September 2026 10 October 2026
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Description

This comprehensive introduction to probability and stochastics bridges practical applications and rigorous mathematical theory. Designed for graduate students, the text begins with foundational probability theory including measure and integration, probability spaces, conditional expectations, and classical limit theorems before progressing to advanced topics such as martingales, Poisson random measures, Levy Processes, and Brownian motion. Each concept is introduced through real-world contexts and everyday language, then developed into precise mathematical formulations. The Springer Graduate Texts in Mathematics series volume provides systematic coverage of modern stochastic theory with emphasis on applications to stochastic processes, making it an essential resource for students pursuing advanced study in applied mathematics, statistics, or quantitative finance.

Key Features

Covers foundational probability theory including measure and integration, probability spaces, and conditional expectations for rigorous mathematical grounding.

Explores advanced stochastic theory with chapters on martingales, Poisson random measures, Levy Processes, and Brownian motion.

Uses accessible, everyday language to introduce practical problems before developing precise mathematical formulations and proofs.

Part of the Springer Graduate Texts in Mathematics series, providing professional-level academic content for graduate-level study.

Emphasises both theoretical understanding and applications to stochastic processes relevant to quantitative fields.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
25 February 2011
Listed Since
01 September 2008

Barcode

No barcode data available

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