Probability theory. A comprehensive course

DOI10.1007/978-3-030-56402-5zbMath1451.60003OpenAlexW4246042613MaRDI QIDQ5918184

Achim Klenke

Publication date: 14 October 2020

Published in: Universitext (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-56402-5

zbMATH Keywords

Markov chainsBrownian motionmartingalesconditional expectationcentral limit theoremmeasure theorylaws of large numbersstochastic 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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