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Hardcover Measure Theory, Probability, and Stochastic Processes Book
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ISBN: 3031142047

ISBN13: 9783031142048

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...

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Format: Hardcover

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Math Mathematics Science & Math

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