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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
Table of Contents
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Front/Back Matter
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