The Logic Of Chance
by John Venn
Publisher: Macmillan And Company 1888
Number of pages: 550
No mathematical background is necessary to appreciate this classic of probability theory. Written by the logician who popularized the famous Venn Diagrams, it remains unsurpassed in its clarity, readability, and charm. The treatment commences with an overview of physical foundations, examines logical superstructure, and explores various applications.
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by Peter G. Doyle, J. Laurie Snell - Dartmouth College
In this work we will look at the interplay of physics and mathematics in terms of an example where the mathematics involved is at the college level. The example is the relation between elementary electric network theory and random walks.
by Mark Pinsky, Bjorn Birnir - Cambridge University Press
The three main themes of this book are probability theory, differential geometry, and the theory of integrable systems. The papers included here demonstrate a wide variety of techniques that have been developed to solve various mathematical problems.
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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.
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Text for 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 study stochastic processes within the framework of measure-theoretic probability.