| 書(shū)目名稱(chēng) | Probability via Expectation | | 編輯 | Peter Whittle | | 視頻video | http://file.papertrans.cn/757/756969/756969.mp4 | | 叢書(shū)名稱(chēng) | Springer Texts in Statistics | | 圖書(shū)封面 |  | | 描述 | The third edition of 1992 constituted a major reworking of the original text, and the preface to that edition still represents my position on the issues that stimulated me first to write. The present edition contains a number of minor modifications and corrections, but its principal innovation is the addition of material on dynamic programming, optimal allocation, option pricing and large deviations. These are substantial topics, but ones into which one can gain an insight with less labour than is generally thought. They all involve the expectation concept in an essential fashion, even the treatment of option pricing, which seems initially to forswear expectation in favour of an arbitrage criterion. I am grateful to readers and to Springer-Verlag for their continuing interest in the approach taken in this work. Peter Whittle Preface to the Third Edition This book is a complete revision of the earlier work Probability which appeared in 1970. While revised so radically and incorporatingso much new material as to amount to a new text, it preserves both the aim and the approach of the original. That aim was stated as the provision of a ‘first text in probability, demanding a reasonable | | 出版日期 | Textbook 2000Latest edition | | 關(guān)鍵詞 | Markov process; Martingale; Probability Theory; Random variable; optimization; probability measure | | 版次 | 4 | | doi | https://doi.org/10.1007/978-1-4612-0509-8 | | isbn_softcover | 978-1-4612-6795-9 | | isbn_ebook | 978-1-4612-0509-8Series ISSN 1431-875X Series E-ISSN 2197-4136 | | issn_series | 1431-875X | | copyright | Springer Science+Business Media New York 2000 |
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