Graduate Studies in Mathematics
Graduate Studies in Mathematics
A textbook for a one-semester graduate course in measure-theoretic probability theory. It presents an approach to develop the ideas that are absolutely central to modern probability theory. It offers topics that range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus.
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A textbook for a one-semester graduate course in measure-theoretic probability theory. It presents an approach to develop the ideas that are absolutely central to modern probability theory. It offers topics that range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus.
