Probability theory. An analytic view

DOI10.1017/9781009549035MaRDI QIDQ6613874zbMATH OpenFDO

Authors Daniel W. Stroock

Publication date 2 October 2024

Full work available at URL https://doi.org/10.1017/9781009549035

zbMATH Keywords

Brownian motionDirichlet problemergodic theoremsGaussian measuresinfinitely divisible distributionsintroductionlimit theoremsLévy processesmartingalespotential theoryprobability theoryreferencetextbookweak convergence

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Gaussian processes (60G15) Martingales and classical analysis (60G46) Processes with independent increments; Lévy processes (60G51)

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