Theory of probability and random processes.

DOI10.1007/978-3-540-68829-7zbMath1181.60004MaRDI QIDQ2384377

Publication date: 20 September 2007

Published in: Universitext (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-68829-7

zbMATH Keywords

Independence; Martingales; Brownian Motion; Expectation; Markov Processes; Random Walks; Weak Convergence; Stochastic Differential Equations; Random Variables; Conditional Probabilities; Gibbs Random Fields; Lebesgue Integral; Stationary Random Processes

Mathematics Subject Classification ID

60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory

60Hxx: Stochastic analysis

60Jxx: Markov processes

60Gxx: Stochastic processes

60Fxx: Limit theorems in probability theory

60Axx: Foundations of probability theory

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