Foundations of Modern Probability (Probability and Its Applications) - Softcover

Kallenberg, Olav

Softcover

ISBN 10: 0387949577 ISBN 13: 9780387949574

Verlag: Springer, 1997

Inhaltsangabe

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=82vy processes, weak convergence, It=93 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. Numerous easy to more challenging exercises are provided, especially for the early chapters.
From the author of "Random Measures".

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 1997
• Sprache: Englisch
• ISBN 10: 0387949577
• ISBN 13: 9780387949574
• Einband: Taschenbuch
• Auflage: 2
• Anzahl der Seiten: 523
• Kontakt zum Hersteller: Springer-Verlag GmbH; customerservice@springernature.com; ; Tiergartenstraße 17; Heidelberg; Baden-Württemberg; 69121; Deutschland