Daniel W. Stroock,
Daniel W. (Massachusetts Institute of Technology) Stroock
Cambridge University Press
e druk, 2010
9780521761581
Probability Theory
An Analytic View
Specificaties
Gebonden, 550 blz.
|
Engels
Cambridge University Press |
e druk, 2010
ISBN13: 9780521761581
Rubricering
Levertijd ongeveer 8 werkdagen
Samenvatting
This second edition of Daniel W. Stroock's text is suitable for first-year graduate students with a good grasp of introductory, undergraduate probability theory and a sound grounding in analysis. It is intended to provide readers with an introduction to probability theory and the analytic ideas and tools on which the modern theory relies. It includes more than 750 exercises. Much of the content has undergone significant revision. In particular, the treatment of Levy processes has been rewritten, and a detailed account of Gaussian measures on a Banach space is given.
Specificaties
ISBN13:9780521761581
Taal:Engels
Bindwijze:Gebonden
Aantal pagina's:550
Uitgever:Cambridge University Press
Inhoudsopgave
1. Sums of independent random variables; 2. The central limit theorem; 3. Infinitely divisible laws; 4. Levy processes; 5. Conditioning and martingales; 6. Some extensions and applications of martingale theory; 7. Continuous parameter martingales; 8. Gaussian measures on a Banach space; 9. Convergence of measures on a Polish space; 10. Wiener measure and partial differential equations; 11. Some classical potential theory.