Probability theory : a comprehensive course /
Klenke, Achim
Probability theory : a comprehensive course / Achim Klenke. - Third edition - xiv, 716 pages : illustrations ; 23 cm
Includes bibliographical references (p. [591]-598) and index.
This textbook provides a comprehensive and rigorous introduction to modern probability theory, covering measure theory, independence, random variables, limit theorems, conditional expectations, martingales, Markov chains, stochastic processes, Brownian motion, stochastic integrals, and stochastic differential equations. The text includes numerous examples, exercises, and applications for advanced students and researchers in mathematics, statistics, and related fields.
9783030564018 (paperback)
Probabilities.
QA273.18 / KLE
Probability theory : a comprehensive course / Achim Klenke. - Third edition - xiv, 716 pages : illustrations ; 23 cm
Includes bibliographical references (p. [591]-598) and index.
This textbook provides a comprehensive and rigorous introduction to modern probability theory, covering measure theory, independence, random variables, limit theorems, conditional expectations, martingales, Markov chains, stochastic processes, Brownian motion, stochastic integrals, and stochastic differential equations. The text includes numerous examples, exercises, and applications for advanced students and researchers in mathematics, statistics, and related fields.
9783030564018 (paperback)
Probabilities.
QA273.18 / KLE