Abstract
Like Chapter 1, the present chapter also reviews the basic concepts and results on probability and stochastic processes for later use in the book, but now the emphasis is more mathematical. Integration and measure theory are sketched and an axiomatic approach to probability is presented. Apart form briefly perusing the chapter, the general reader could omit this chapter on the first reading.
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© 1992 Springer-Verlag Berlin Heidelberg
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Kloeden, P.E., Platen, E. (1992). Probability Theory and Stochastic Processes. In: Numerical Solution of Stochastic Differential Equations. Applications of Mathematics, vol 23. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-12616-5_2
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DOI: https://doi.org/10.1007/978-3-662-12616-5_2
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-08107-1
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