Probability
Davar Khoshnevisan
Probability / Davar Khoshnevisan - Providence, Rhode .Island ; American Mathematical Society, ; 2013 - xvi, 224 pages ; 27 cm. - Graduate studies in mathematics, v. 80. .
Classical probability --
Bernoulli trials --
Measure theory --
Integration --
Product spaces --
Independence --
The central limit theorem --
Martingales --
Brownian motion --
Terminus : stochastic integration.
This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long course at a more leisurely pace. Khoshnevisan's approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by
9780821891810
Mathematics
Probabilities.
519.2 KHO
Probability / Davar Khoshnevisan - Providence, Rhode .Island ; American Mathematical Society, ; 2013 - xvi, 224 pages ; 27 cm. - Graduate studies in mathematics, v. 80. .
Classical probability --
Bernoulli trials --
Measure theory --
Integration --
Product spaces --
Independence --
The central limit theorem --
Martingales --
Brownian motion --
Terminus : stochastic integration.
This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long course at a more leisurely pace. Khoshnevisan's approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by
9780821891810
Mathematics
Probabilities.
519.2 KHO
