Probability Theory

DOI10.1017/CBO9780511974243zbMath1223.60001MaRDI QIDQ5894121

Publication date: 16 February 2011

weak convergence Dirichlet problem Lévy processes potential theory Brownian motion martingales textbook infinitely divisible distributions ergodic theorems reference limit theorems Gaussian measures probability theory introduction

Mathematics Subject Classification ID

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

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