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In this chapter, we review a number of basic probabilistic tools that will needed for the study of stochastic processes in the subsequent chapters. We refer the reader to e.g. Pitman (1999), Jacod and Protter (2000), Devore (2003), for additional background on probability theory.

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Probability Background

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  • 发表日期：

    2026年

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  • Nicolas Privault

摘要

In this chapter, we review a number of basic probabilistic tools that will needed for the study of stochastic processes in the subsequent chapters. We refer the reader to e.g. Pitman (1999), Jacod and Protter (2000), Devore (2003), for additional background on probability theory.