Basic Concepts from Probability Theory

Uwe Hassler

Chapter 2 in Stochastic Processes and Calculus, 2016, pp 13-43 from Springer

Abstract: Abstract This chapter reviews some basic material. We collect some elementary concepts and properties in connection with random variables, expected values, multivariate and conditional distributions. Then we define stochastic processes, both discrete and continuous in time, and discuss some fundamental properties. For a successful study of the remainder of this book, the reader is required to be familiar with all of these principles.

Keywords: Conditional Expectation; Conditional Density; Marginal Density; Real Interval; Continuous Random Variable (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-319-23428-1_2

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DOI: 10.1007/978-3-319-23428-1_2

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