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Foundations of Modern Probability

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Cover of 'Foundations of Modern Probability'

Table of Contents

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    Book Overview
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    Chapter 1 Elements of Measure Theory
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    Chapter 2 Processes, Distributions, and Independence
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    Chapter 3 Random Sequences, Series, and Averages
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    Chapter 4 Characteristic Functions and Classical Limit Theorems
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    Chapter 5 Conditioning and Disintegration
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    Chapter 6 Martingales and Optional Times
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    Chapter 7 Markov Processes and Discrete-Time Chains
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    Chapter 8 Random Walks and Renewal Theory
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    Chapter 9 Stationary Processes and Ergodic Theory
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    Chapter 10 Poisson and Pure Jump-Type Markov Processes
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    Chapter 11 Gaussian Processes and Brownian Motion
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    Chapter 12 Skorohod Embedding and Invariance Principles
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    Chapter 13 Independent Increments and Infinite Divisibility
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    Chapter 14 Convergence of Random Processes, Measures, and Sets
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    Chapter 15 Stochastic Integrals and Quadratic Variation
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    Chapter 16 Continuous Martingales and Brownian Motion
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    Chapter 17 Feller Processes and Semigroups
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    Chapter 18 Stochastic Differential Equations and Martingale Problems
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    Chapter 19 Local Time, Excursions, and Additive Functionals
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    Chapter 20 One-Dimensional SDEs and Diffusions
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    Chapter 21 PDE-Connections and Potential Theory
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    Chapter 22 Predictability, Compensation, and Excessive Functions
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    Chapter 23 Semimartingales and General Stochastic Integration
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4 institutions with syllabi

Citations

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202 Dimensions

Readers on

mendeley
9 Mendeley
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Title
Foundations of Modern Probability
Published by
Springer New York, May 2006
DOI 10.1007/b98838
ISBNs
978-0-387-22704-7, 978-0-387-94957-4
Authors

Kallenberg, Olav

Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 9 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 9 100%

Demographic breakdown

Readers by professional status Count As %
Unspecified 2 22%
Student > Ph. D. Student 2 22%
Student > Bachelor 1 11%
Other 1 11%
Professor 1 11%
Other 1 11%
Unknown 1 11%
Readers by discipline Count As %
Unspecified 2 22%
Mathematics 1 11%
Business, Management and Accounting 1 11%
Psychology 1 11%
Engineering 1 11%
Other 0 0%
Unknown 3 33%