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Probability with Martingales (Cambridge Mathematical Textbooks)

 
 
 
 
Probability with Martingales (Cambridge Mathematical Textbooks)
Author: David Williams
ISBN 13: 9780521406055
ISBN 10: 521406056
Edition: 1
Publisher: Cambridge University Press
Publication Date: 1991-02-22
Format: Paperback
Pages: 251
List Price: $69.99
 
 

This is a masterly introduction to the modern, and rigorous, theory of probability. The author emphasises martingales and develops all the necessary measure theory.