Theory of probability and random processes.

DOI10.1007/978-3-540-68829-7zbMath1181.60004OpenAlexW638400246MaRDI QIDQ2384377

Publication date: 20 September 2007

Published in: Universitext (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-68829-7

zbMATH Keywords

Independence Martingales Brownian Motion Expectation Markov Processes Random Walks Weak Convergence Stochastic Differential Equations Random Variables Conditional Probabilities Gibbs Random Fields Lebesgue Integral Stationary Random Processes

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic analysis (60Hxx) Markov processes (60Jxx) Stochastic processes (60Gxx) Limit theorems in probability theory (60Fxx) Foundations of probability theory (60Axx)

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