Davar Khoshnevisan creator Davar Khoshnevisan text xxu Providence, Rhode .Island ; American Mathematical Society ; 2013 monographic eng

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xvi, 224 pages ; 27 cm. 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 Classical probability -- Bernoulli trials -- Measure theory -- Integration -- Product spaces -- Independence -- The central limit theorem -- Martingales -- Brownian motion -- Terminus : stochastic integration. / Davar Khoshnevisan Mathematics Probabilities 519.2 KHO 9780821891810 181113 20181113143813.0