| Document Type
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BL
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| Record Number
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967737
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| Doc. No
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b722107
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| Main Entry
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Khoshnevisan, Davar.
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| Title & Author
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Probability /\ Davar Khoshnevisan.
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| Publication Statement
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Providence, R.I. :: American Mathematical Society,, ©2007.
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| Series Statement
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Graduate studies in mathematics,; v. 80
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| Page. NO
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xvi, 224 pages ;; 27 cm
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| ISBN
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0821842153
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: 9780821842157
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| Bibliographies/Indexes
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Includes bibliographical references (pages 209-216) and index.
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| Contents
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Classical probability -- Bernoulli trials -- Measure theory -- Integration -- Product spaces -- Independence -- The central limit theorem -- Martingales -- Brownian motion -- Terminus : stochastic integration.
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| Abstract
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"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."
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"The topics range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus. Throughout, the reader will find many exciting applications of probability theory and probabilistic reasoning. There are numerous exercises, ranging from the routine to the very difficult. Each chapter concludes with historical notes."--Jacket.
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| Subject
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Probabilities.
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| Subject
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Probabilités.
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| Subject
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Maßtheorie
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| Subject
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Probabilities.
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| Subject
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Wahrscheinlichkeitstheorie
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| Dewey Classification
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519.2
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| LC Classification
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QA273.K488 2007
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| NLM classification
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SK 800rvk
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