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Title: Probability With Martingales (Cambridge Mathematical Textbooks) by David Williams ISBN: 0-521-40605-6 Publisher: Cambridge University Press Pub. Date: 01 July, 1991 Format: Paperback Volumes: 1 List Price(USD): $40.00 |
Average Customer Rating: 3.89 (9 reviews)
Rating: 1
Summary: A Total Waste of Time
Comment: As I have mentioned above, do not under any circumstances read (or even worse buy) this book. The layout is abolutely terrible and does the book no favours whatsoever. As indicated by previous reviews most of the proofs are completely glossed over with little or no mathematical rigour in sight. The appendices for the selected chapters are pretty much void of any use, and I can't see why the contents of these appendices could not have been included in the chapters in the first place (not that it would of made much of a difference). Hardly anything is explained with much clarity here and I don't know about anyone else out there but I would consider a one line example not much help at all. Everything right down to the way the index is presented is substandard in this book and the authors "attempts" at humour constituted the proverbial last straw for me (I find the assumption that all mathematics students like Star Trek somewhat insulting). In short this book is ABSOLUTE RUBBISH.
Rating: 5
Summary: eccentric, but wonderful
Comment: The reviewer who rated this a single star gives a decent imitation of Williams' prose style. What he doesn't mention is Williams' infectious enthusiasm for probability, the beautiful proofs, and the conciseness of this book. You should, of course, read Feller vol. 1 first, but this would be my next choice. I'd never really appreciated rigorous probability before reading this book. He shows that it's not all technicalities.
Rating: 5
Summary: Excellent introduction
Comment: I think this is the best introduction to modern probability and the theory of martingales. There is no unnecessary details, proofs are clear, exercises are interesting and challenging...
After reading this book, one may read "Diffusions, markov processes and martingales"
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Title: Diffusions, Markov Processes, and Martingales: Ito Calculus (Cambridge Mathematical Library) by L. C. G. Rogers, David Williams, D. Williams ISBN: 0521775930 Publisher: Cambridge University Press Pub. Date: 01 November, 2000 List Price(USD): $45.00 |
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Title: Probability and Measure, 3rd Edition by Patrick Billingsley ISBN: 0471007102 Publisher: Wiley-Interscience Pub. Date: 17 April, 1995 List Price(USD): $110.00 |
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Title: Diffusions, Markov Processes, and Martingales: Foundations (Cambridge Mathematical Library) by L. C. G. Rogers, David Williams, D. Williams ISBN: 0521775949 Publisher: Cambridge University Press Pub. Date: 01 August, 2000 List Price(USD): $42.00 |
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Title: Introductory Real Analysis by A. N. Kolmogorov, S. V. Fomin ISBN: 0486612260 Publisher: Dover Publications Pub. Date: 01 June, 1975 List Price(USD): $15.95 |
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Title: Stochastic Differential Equations: An Introduction With Applications (Universitext) by B. K. Ksendal, Bernt Ksendal, Bernt Oksendal ISBN: 3540047581 Publisher: Springer-Verlag Pub. Date: 01 December, 2003 List Price(USD): $44.95 |
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