Advanced Topics in Probability
by S.R.S. Varadhan
Publisher: New York University 2011
Number of pages: 203
Topics: Brownian Motion; Continuous Parameter Martingales; 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; Random Time Change; The two dimensional case; The General Case; Limit Theorems; Reflected Brownian Motion; Reflection in higher dimensions; Invariant Measures.
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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.
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