Probability Theory: An Analytic View

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Daniel W. StroockCambridge University PressEdition: 2, 12/31/2010EAN 9780521761581, ISBN10: 0521761581Hardcover, 550 pages, 25.3 x 21.5 x 3 cmLanguage: EnglishThis second edition o f Daniel W. Stroock's text is suitable for first-year graduate students with a good grasp of introductory, undergraduate probability theory and a sound grounding in analysis. It is intended to provide readers with an introduction to probability theory and the analytic ideas and tools on which the modern theory relies. It includes more than 750 exercises. Much of the content has undergone significant revision. In particular, the treatment of Levy processes has been rewritten, and a detailed account of Gaussian measures on a Banach space is given.1. Sums of independent random variables2. The central limit theorem3. Infinitely divisible laws4. Levy processes5. Conditioning and martingales6. Some extensions and applications of martingale theory7. Continuous parameter martingales8. Gaussian measures on a Banach space9. Convergence of measures on a Polish space10. Wiener measure and partial differential equations11. Some classical potential theory. Show more