Probability theory. A comprehensive course

DOI10.1007/978-1-4471-5361-0zbMath1295.60001OpenAlexW4232171345MaRDI QIDQ5891083

Publication date: 18 July 2013

Published in: Universitext (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4471-5361-0

zbMATH Keywords

Markov chains Brownian motion martingales conditional expectation central limit theorem measure theory laws of large numbers stochastic integral

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic integrals (60H05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to measure and integration (28-01) Foundations of stochastic processes (60G05)

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