TY - BOOK AU - Davar Khoshnevisan AU - Davar Khoshnevisan TI - Probability T2 - Graduate studies in mathematics, v. 80 SN - 9780821891810 U1 - 519.2 KHO PY - 2013/// CY - Providence, Rhode .Island PB - ; American Mathematical Society, KW - Mathematics KW - Probabilities N1 - Classical probability -- Bernoulli trials -- Measure theory -- Integration -- Product spaces -- Independence -- The central limit theorem -- Martingales -- Brownian motion -- Terminus : stochastic integration N2 - 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 ER -