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  • Jean Jacod; Philip Protter
    978-3-642-51431-9
    2000
    Edition 1
    • In the words of one reviewer: 'Normally graduate students need two books, one on measure theory and one on probability theory.
    • This book contains (most of) the essentials of both fields and students can go on directly to Oksendal's book on SDE theory.
    • I would personally recommend it to my students.
    • In my eyes this book is, in this respect, a small gold mine.'
    • Includes supplementary material: sn.pub/extras

    €419

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