I'm looking for something that will prepare me for study in stochastic calculus. Something that covers calculus-based statistics and modeling. I have Degroot's book. Are there any other recommendations?

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- May 26th 2007, 08:23 AMCrazyAsianCalculus based probability book
I'm looking for something that will prepare me for study in stochastic calculus. Something that covers calculus-based statistics and modeling. I have Degroot's book. Are there any other recommendations?

- May 26th 2007, 12:24 PMjanvdl
You may want to have a look here...

Amazon.com: calculus based probability: Books - May 26th 2007, 01:40 PMCrazyAsianThanks but I was looking for a rec...
Thanks! But I was actually looking for someone to recommend a book they've used. There's no shortage of probability and statistics books in print.

- May 26th 2007, 02:16 PMPlato
Can you be more specific about your needs, particularly about the level?

As you say that are many different books.

As a general text I prefer,__Probability__by Jim Pitman. It is just a good all around college level text.

If you want more statistics then try:__Mathematical Statistics__by Larsen and Marx. This has good section on counting.

A higher level text is__Probability: Theory and Examples__by Rick Durrett. It is excellent on: Random Walks, Martingales, Markov Chains, Ergodic Theorems.

The text by D.L. Minh,__Applied Probability Models__is packed with high level applications and examples.

You may be looking of a graduate level text? - May 26th 2007, 02:18 PMCrazyAsianCollege level text..
I'm looking for a college level text for an engineer or math major. It should prepare me for graduate level stochastic calculus. Specifically, something that will prepare me for Shreve's Stochastic Calculus textbook.

- May 26th 2007, 02:28 PMPlato
- May 26th 2007, 05:38 PMThePerfectHacker
My College uses the book, Probability: A First Course.

I ordered it, but never read it because I never liked probability. I just have it because I am taking Mathematical Probability next semester in hopes of actually liking it.

Note, though it is a "first course" it is a first course for mathematically serious students. So it is an adnvanced book.

And it has bad reviews because most people who ordered it thought it would be an easy book (non-mathemations learn probability too) based on its name. - May 26th 2007, 11:18 PMCaptainBlack
- May 27th 2007, 06:35 AMThePerfectHacker
I heard that from my classmates in class. We were talking about integration and I asked the professor if he can explain what Lebesque integration is about. As he was explaining some of the students (which are also in the probability class) spoke up and said that their professor uses that term a lot, though they never do it. I remember them saying that in distributions some things can be simplified with measure theory.

But that probability class that you were talking about is probably a graduate course. - May 27th 2007, 06:43 AMCaptainBlack
Technicaly I think not, but only on a technicality, Part 3, at Cambridge is

nominaly an undergraduate course (though I know at least one person from

another university who was given a master course grant to do Part 3 as a

one year course after getting a BSc in Maths)

RonL - Jun 9th 2007, 06:32 PMtukeywilliams