Probability With Martingales

This key book is a rigorous account which has Doob's theory of martingales in discrete time as its main theme. A distinguishing feature of this study is its determination to keep the probability flowing at a nice tempo. It achieves this by being selective rather than encyclopaedic, presenting only what is essential to understand the fundamentals.

• | By (Author): David (Statistical Laboratory, University of Cambridge) Williams
• | Series:
• | Publisher: Cambridge University Press
• | Publication Date: Feb 14, 1991
• | Country of Publication: United Kingdom
• | Number of Pages: 265 pages
• | Language: Not available
• | Binding: Paperback|Softback
• | ISBN-10: 0007233485
• | ISBN-13: 9780521406055