Probability With Martingales
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Originally published | February 14, 1991 |
Authors | David Williams |
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ID | 2225290 |
About Probability With Martingales
Probability theory is nowadays applied in a huge variety of fields including physics, engineering, biology, economics and the social sciences. This book is a modern, lively and rigorous account which has Doob's theory of martingales in discrete time as its main theme. . . .