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Probability Theory An Analytic View

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ISBN-10: 0521132509

ISBN-13: 9780521132503

Edition: 2nd 2011 (Revised)

Authors: Daniel W. Stroock

List price: $43.99
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Book details

List price: $43.99
Edition: 2nd
Copyright year: 2011
Publisher: University of Cambridge ESOL Examinations
Publication date: 12/31/2010
Binding: Paperback
Pages: 548
Size: 7.00" wide x 9.75" long x 1.25" tall
Weight: 1.980
Language: English

Sums of independent random variables
The central limit theorem
Infinitely divisible laws
Levy processes
Conditioning and martingales
Some extensions and applications of martingale theory
Continuous parameter martingales
Gaussian measures on a Banach space
Convergence of measures on a Polish space
Wiener measure and partial differential equations
Some classical potential theory