01181nam a22001937a 450000500170000000800410001702000180005808200140007610000230009024500380011326000740015130000300022549000440025550502150029952004140051465000170092865000190094570000230096420181113143813.0181113b        xxu||||| |||| 00| 0 eng d  a9780821891810  a519.2 KHO  aDavar Khoshnevisan  aProbabilityc/ Davar Khoshnevisan  aProvidence, Rhode .Island b; American Mathematical Society, c; 2013  axvi, 224 pages c; 27 cm.  aGraduate studies in mathematics, v. 80.  a	Classical probability --
Bernoulli trials --
Measure theory --
Integration --
Product spaces --
Independence --
The central limit theorem --
Martingales --
Brownian motion --
Terminus : stochastic integration.  aThis 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  aMathematics   aProbabilities.  aDavar Khoshnevisan