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Probability

About this Title

Davar Khoshnevisan, University of Utah, Salt Lake City, UT

Publication: Graduate Studies in Mathematics
Publication Year: 2007; Volume 80
ISBNs: 978-0-8218-4215-7 (print); 978-1-4704-1157-2 (online)
DOI: https://doi.org/10.1090/gsm/080
MathSciNet review: MR2296582
MSC: Primary 60-01; Secondary 60F05, 60F15, 60H05, 60J65

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Table of Contents

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Front/Back Matter

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Chapters

• Chapter 1. Classical probability
• Chapter 2. Bernoulli trials
• Chapter 3. Measure theory
• Chapter 4. Integration
• Chapter 5. Product spaces
• Chapter 6. Independence
• Chapter 7. The central limit theorem
• Chapter 8. Martingales
• Chapter 9. Brownian motion
• Chapter 10. Terminus: Stochastic integration
• Appendix