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Focusing on probability theory, this book serves as a comprehensive resource for students lacking a background in measure theory. It covers essential topics like independence, conditioning, and martingales, while also delving into advanced subjects such as coupling, option pricing, and the isoperimetric inequality for Gaussian processes. Beyond mere theory, it provides insights into the rationale behind the concepts, making it an ideal foundational text for those seeking to grasp rigorous probabilistic arguments and their implications.
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A User's Guide to Measure Theoretic Probability, David Pollard
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- Année de publication
- 2001
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