Daniel W. Stroock (Massachusetts Institute of Technology)

Probability Theory

An Analytic View

• Gebundenes Buch

Produktbeschreibung

This second edition of Daniel W. Stroock's classic probability theory textbook is suitable for first-year graduate students with a good grasp of introductory, undergraduate probability. It includes more than 750 exercises and revised material on the treatment of Levy processes and a detailed account of Gaussian measures on a Banach space.

Produktdetails

• Verlag: Cambridge University Press
• 2 Revised edition
• Seitenzahl: 550
• Erscheinungstermin: 31. Dezember 2010
• Englisch
• Abmessung: 260mm x 183mm x 34mm
• Gewicht: 1154g
• ISBN-13: 9780521761581
• ISBN-10: 0521761581
• Artikelnr.: 32731854

Autorenporträt

Dr Daniel W. Stroock is the Simons Professor of Mathematics Emeritus at the Massachusetts Institute of Technology. He has published numerous articles and is the author of six books, most recently Partial Differential Equations for Probabilists (2008).

Inhaltsangabe

1. Sums of independent random variables
2. The central limit theorem
3. Infinitely divisible laws
4. Levy processes
5. Conditioning and martingales
6. Some extensions and applications of martingale theory
7. Continuous parameter martingales
8. Gaussian measures on a Banach space
9. Convergence of measures on a Polish space
10. Wiener measure and partial differential equations
11. Some classical potential theory.