Radically Elementary Probability Theory
by Edward Nelson
Publisher: Princeton University Press 1987
ISBN/ASIN: 0691084742
ISBN-13: 9780691084749
Number of pages: 111
Description:
Nelson develops a new approach to probability theory
that is just as powerful as but much simpler than conventional Kolmogorov-style probability theory used throughout mathematics for most of the 20th century.
Download or read it online for free here:
Download link
(2.8MB, PDF)
Similar books

by John Maynard Keynes - Macmillan and co
From the table of contents: Fundamental ideas - The Meaning of Probability, The Measurement of Probabilities; Fundamental theorems; Induction and analogy; Some philosophical applications of probability; The foundations of statistical inference, etc.
(12970 views)

by Oliver Knill - Overseas Press
This text covers material of a basic probability course, discrete stochastic processes including Martingale theory, continuous time stochastic processes like Brownian motion and stochastic differential equations, estimation theory, and more.
(11349 views)

by S.R.S. Varadhan - New York University
Topics: Brownian Motion; Diffusion Processes; Weak convergence and Compactness; Stochastic Integrals and Ito's formula; Markov Processes, Kolmogorov's equations; Stochastic Differential Equations; Existence and Uniqueness; Girsanov Formula; etc.
(9695 views)

by Douglas Kennedy - Trinity College
This material was made available for the course Probability of the Mathematical Tripos. Contents: Basic Concepts; Axiomatic Probability; Discrete Random Variables; Continuous Random Variables; Inequalities, Limit Theorems and Geometric Probability.
(6615 views)