Foundations of Modern Probability (Springer Series in Statistics. Probability and Its Appl (0387949577)

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This book is unique for its broad and yet comprehensive coverage of modern probability theory, ranging from first principles and standard textbook material to more advanced topics. In spite of the economical exposition, careful proofs are provided for all main results. After a detailed discussion of classical limit theorems, martingales, Markov chains, random walks, and stationary processes, the author moves on to a modern treatment of Brownian motion, L vy processes, weak convergence, It calculus, Feller processes, and SDEs. The more advanced parts include material on local time, excursions, and additive functionals, diffusion processes, PDEs and potential theory, predictable processes, and general semimartingales. Though primarily intended as a general reference for researchers and graduate students in probability theory and related areas of analysis, the book is also suitable as a text for graduate and seminar courses on all levels, from elementary to advanced.!

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	Technical Foundations of Modern Probability (Springer Series in Statistics. Probability an Author: Olav KallenbergPublisher: SpringerPublish Date: 01 October, 1997ISBN: 0387949577
	Encyclopedias Foundations of Modern Probability (Springer Series in Statistics. Probability and Its Applications.) (Repost) Foundations of Modern Probability (Springer Series in Statistics. Probability and Its Applications.) Publisher: Springer \| ISBN: 0387949577 \| edition 1997 \| PDF \| 535 pages \| 12,9 mbThis book is unique for its broad and yet comprehensive c ...
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