Top positive review
8 people found this helpful
Solid Introduction to applied probability and stochastics
on 8 February 2003
I have extensively used this book for a course on stochastic analysis...The exercises and examples really helped to fully understand the theory. I suggest to read it in conjunction with D. Williams book or Jacod-Protter. The book assumes, anyway, some prerequistes on applied probability, even if the first two chapters are devoted to fix some of these concepts in view of the later chapters.