
Preface  Preview Material  Table of Contents  Supplementary Material 
Graduate Studies in Mathematics 2007; 224 pp; hardcover Volume: 80 ISBN10: 0821842153 ISBN13: 9780821842157 List Price: US$46 Member Price: US$36.80 Order Code: GSM/80 See also: Continuous Time Markov Processes: An Introduction  Thomas M Liggett Malliavin Calculus and Its Applications  David Nualart Random Walk and the Heat Equation  Gregory F Lawler  This is a textbook for a onesemester graduate course in measuretheoretic probability theory, but with ample material to cover an ordinary yearlong course at a more leisurely pace. Khoshnevisan's approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by interesting nonstandard ones. The topics range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus. Throughout, the reader will find many exciting applications of probability theory and probabilistic reasoning. There are numerous exercises, ranging from the routine to the very difficult. Each chapter concludes with historical notes. Request an examination or desk copy. Readership Graduate students interested in probability theory. Reviews "...overall the text is neatly written and presents not only good mathematics but also a heuristic view of modern probability, including numerous exercises and historical notes."  European Mathematical Society Newsletter 


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