amature recommendation: Billingsley, Probability and Measure



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送交者: xj 于 2005-2-15, 21:57:30:

回答: 请教数学高手 由 dt 于 2005-2-15, 17:10:33:

a very rigorous math probability book.

Williams, Probability with Martingales may have more stochastic stuff.

However, I never used those books. It's practically useless for most applied people.



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