Almost None of the Theory of Stochastic Processes
by Cosma Rohilla Shalizi
Publisher: Carnegie Mellon University 2010
Number of pages: 347
This is intended to be a second course in stochastic processes. It is assumed that you have had a first course on stochastic processes, using elementary probability theory. You will be re-studying stochastic processes within the framework of measure-theoretic probability.
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History of the probability theory from the time of Pascal to that of Laplace (1865). Todhunter gave a close account of the difficulties involved and the solutions offered by each investigator. His studies were thorough and fully documented.
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