Probability theory : an analytic view / Daniel W. Stroock.
"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...
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| Online Access: |
Full Text (via ProQuest) |
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| Main Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Cambridge ; New York :
Cambridge University Press,
©2011.
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| Edition: | 2nd ed. |
| Subjects: |
Table of Contents:
- Table of Dependence; Chapter 1 Sums of Independent Random Variables; Chapter 2 The Central Limit Theorem; Chapter 3 Infinitely Divisible Laws; Chapter 4 Levy Processes; Chapter 5 Conditioning and Martingales; Chapter 6 Some Extensions and Applications of Martingale Theory; Chapter 7 Continuous Parameter Martingales; Chapter 8 Gaussian Measures on a Banach Space; Chapter 9 Convergence of Measures on a Polish Space; Chapter 10 Wiener Measure and Partial Differential Equations; Chapter 11 Some Classical Potential Theory; Notation.