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Foundations of Modern Probability
Overview of attention for book
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
Overall attention for this book and its chapters
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Mentioned by
syllabi
4
institutions with syllabi
Citations
dimensions_citation
203
Dimensions
Readers on
mendeley
9
Mendeley
Book overview
1. Elements of Measure Theory
2. Processes, Distributions, and Independence
3. Random Sequences, Series, and Averages
4. Characteristic Functions and Classical Limit Theorems
5. Conditioning and Disintegration
6. Martingales and Optional Times
7. Markov Processes and Discrete-Time Chains
8. Random Walks and Renewal Theory
9. Stationary Processes and Ergodic Theory
10. Poisson and Pure Jump-Type Markov Processes
11. Gaussian Processes and Brownian Motion
12. Skorohod Embedding and Invariance Principles
13. Independent Increments and Infinite Divisibility
14. Convergence of Random Processes, Measures, and Sets
15. Stochastic Integrals and Quadratic Variation
16. Continuous Martingales and Brownian Motion
17. Feller Processes and Semigroups
18. Stochastic Differential Equations and Martingale Problems
19. Local Time, Excursions, and Additive Functionals
20. One-Dimensional SDEs and Diffusions
21. PDE-Connections and Potential Theory
22. Predictability, Compensation, and Excessive Functions
23. Semimartingales and General Stochastic Integration
Summary
Syllabi
Dimensions citations
This data is correct as of December 2015 - for more up to date information, please visit
https://opensyllabus.org/
So far, Altmetric has seen this research output assigned in
12
syllabi from
4
institutions on Open Syllabus Project.
Institution
Syllabi count
Course subject areas covered
University of Cambridge
3
Unknown
University of California-Berkeley
3
Unknown
Bowling Green State University-Main Campus
2
Art, Social Work, Area and Ethnic Studies
Unknown
4
Engineering, Biology, Linguistics, Education