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  <titleInfo>
    <title>Elementary probability theory: with stochastic processes and an introduction to mathematical finance</title>
  </titleInfo>
  <name type="personal">
    <namePart>Chung, Kai Lai</namePart>
    <role>
      <roleTerm authority="marcrelator" type="text">creator</roleTerm>
    </role>
  </name>
  <name type="personal">
    <namePart>AitSahlia, Farid</namePart>
  </name>
  <typeOfResource>text</typeOfResource>
  <genre authority="marc">bibliography</genre>
  <originInfo>
    <place>
      <placeTerm type="code" authority="marccountry">nyu</placeTerm>
    </place>
    <place>
      <placeTerm type="text">New York</placeTerm>
    </place>
    <publisher>Springer</publisher>
    <dateIssued>2003</dateIssued>
    <dateIssued encoding="marc">1974</dateIssued>
    <edition>4th ed.</edition>
    <issuance>monographic</issuance>
  </originInfo>
  <language>
    <languageTerm authority="iso639-2b" type="code">eng</languageTerm>
  </language>
  <physicalDescription>
    <form authority="marcform">print</form>
    <extent>xiii, 402 p.:   ill.; 24 cm.</extent>
  </physicalDescription>
  <abstract>The fourth edition adds material related to mathematical finance as well as expansions on stable laws and martingales.From the reviews: "Almost thirty years after its first edition, this charming book continues to be an excellent text for teaching and for self study."      </abstract>
  <tableOfContents>Contents: Set * Probability * Counting * Random Variables * Conditioning and Independence * Mean, Variance and Transforms * Poisson and Normal Distributions * From Random Walks to Markov Chains * Mean-Variance Pricing Model * Option Pricing Theory  </tableOfContents>
  <note type="statement of responsibility">Kai Lai Chung, Farid AitSahlia</note>
  <note>Includes bibliographic references and index</note>
  <subject authority="lcsh">
    <topic>Probabilities</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Mathematical statistics</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Stochastic processes</topic>
  </subject>
  <classification authority="lcc">QA273.C57</classification>
  <classification authority="ddc">519.2</classification>
  <relatedItem type="series">
    <titleInfo>
      <title>Undergraduate texts in mathematics</title>
    </titleInfo>
  </relatedItem>
  <identifier type="isbn">9780387955780</identifier>
  <identifier type="isbn">038795578X  </identifier>
  <identifier type="lccn">73019852</identifier>
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    <recordCreationDate encoding="marc">731107</recordCreationDate>
    <recordChangeDate encoding="iso8601">20210414114658.0</recordChangeDate>
    <recordIdentifier>4560540</recordIdentifier>
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