a comprehensive course Klenke, Achim creator author text bibliography sz 2020 Third edition monographic eng xiv, 716 pages : illustrations ; 23 cm 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. Achim Klenke. Includes bibliographical references (p. [591]-598) and index. Probabilities QA273.18 KLE 9783030564018 (paperback) Q 250128 20260728094803.0 eng