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Khoshnevisan, Davar

Probability - Indian edition - Rhode Island American Mathematical Society 2007 - xvi, 224 p. - Graduate studies in mathematics: Volume 80 .

1. Classical probability;
2. Bernoulli trials;
3. Measure theory;
4. Integration;
5. Product spaces;
6. Independence;
7. The central limit theorem;
8. Martingales;
9. Brownian motion;
10. 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 interesting non-standard ones."

ISBN: 9780821891810

Subjects--Topical Terms:
Lehrbuch
Probability
Mathematics

LC Class. No.: QA273.K488