Probability Theory III: Stochastic Calculus

by P.B. Slater, N.V. Krylov, S.V. Anulova, et al.

Book Overview

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"