Measure Theory, Probability, and Stochastic Processes

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This textbook introduces readers to the fundamental notions of modern probability theory. The only prerequisite is a working knowledge in real analysis. Highlighting the connections between martingales and Markov chains on one hand, and Brownian motion and harmonic functions on the other, this book provides an introduction to the rich interplay between probability and other areas of analysis.

Arranged into three parts, the book begins with a...

Format:Hardcover

Language:English

ISBN:3031142047

ISBN13:9783031142048

Release Date:October 2022

Publisher:Springer

Length:406 Pages

Weight:1.80 lbs.

Dimensions:0.5" x 5.9" x 9.1"

Related Subjects

Math Mathematics Science & Math

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Measure Theory, Probability, and Stochastic Processes

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