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Probability With Martingales

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Originally published February 14, 1991
Authors David Williams
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Date of Upd.
ID2225290
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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. . . .

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