Introduction to Stochastic Analysis
by Michael Roeckner
Publisher: Universitaet Bielefeld 2011
Number of pages: 98
From the table of contents: Introduction to Pathwise Ito-Calculus; (Semi-)Martingales and Stochastic Integration; Markov Processes and Semigroups - Application to Brownian Motion; Girsanov Transformation; Time Transformation.
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by Remco van der Hofstad - Eindhoven University of Technology
These lecture notes are intended to be used for master courses, where the students have a limited prior knowledge of special topics in probability. We have included many of the preliminaries, such as convergence of random variables, etc.
by A. A. Cournot - arXiv.org
I aim to make accessible the rules of the calculus of probability to those, unacquainted with the higher chapters of mathematics. The reading of my book will not require any other knowledge except elementary algebra, or even algebraic notation.
by Pawel J. Szablowski - arXiv
We formulate conditions for convergence of Laws of Large Numbers and show its links with of parts mathematical analysis such as summation theory, convergence of orthogonal series. We present also various applications of Law of Large Numbers.
by Richard A. Proctor - Longmans, Green, and Co.
This book contains a discussion of the laws of luck, coincidences, wagers, lotteries and the fallacies of gambling, notes on poker and martingales, explaining in detail the law of probability, the types of gambling, classification of gamblers, etc.