PROBABILITY AND ITS APPLICATIONS - FOUNDATIONS OF MODERN PROBABILITY - Softcover

Kallenberg, Olav

 
9780387949574: PROBABILITY AND ITS APPLICATIONS - FOUNDATIONS OF MODERN PROBABILITY
Softcover
ISBN 10: 0387949577 ISBN 13: 9780387949574
Verlag: Springer Verlag, 1997

Inhaltsangabe

A study of the foundations of modern probability, covering topics such as stochastic integrals and quadratic variation, martingales and optional times, Feller processes and semigroups, and Poisson and pure jump type Markov processes.

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Reseña del editor

This book is unique for its broad and yet comprehensive coverage of modern probability theory, ranging from first principles and standard textbook material to more advanced topics. In spite of the economical exposition, careful proofs are provided for all main results. Though primarily intended as a general reference for researchers and graduate students in probability theory and related areas of analysis, the book is also suitable as a text for graduate and seminar courses on all levels, from elementary to advanced. Numerous easy to more challenging exercises are provided, especially for the early chapters.

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Verlag
Springer Verlag
Erscheinungsdatum
1997
Sprache
Englisch
ISBN 10 
0387949577
ISBN 13 
9780387949574
Einband
Tapa blanda
Anzahl der Seiten
530
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
CMN Printpool Inh. Mathis Neumann
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Friedrich-Karl-Str. 9
Hamburg
Deutschland

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9780387953137: Foundations of Modern Probability (Probability and Its Applications)

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Hardcover