↓ Skip to main content

Foundations of Modern Probability

Overview of attention for book
Cover of 'Foundations of Modern Probability'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Measure Theory — Basic Notions
  3. Altmetric Badge
    Chapter 2 Measure Theory — Key Results
  4. Altmetric Badge
    Chapter 3 Processes, Distributions, and Independence
  5. Altmetric Badge
    Chapter 4 Random Sequences, Series, and Averages
  6. Altmetric Badge
    Chapter 5 Characteristic Functions and Classical Limit Theorems
  7. Altmetric Badge
    Chapter 6 Conditioning and Disintegration
  8. Altmetric Badge
    Chapter 7 Martingales and Optional Times
  9. Altmetric Badge
    Chapter 8 Markov Processes and Discrete-Time Chains
  10. Altmetric Badge
    Chapter 9 Random Walks and Renewal Theory
  11. Altmetric Badge
    Chapter 10 Stationary Processes and Ergodic Theory
  12. Altmetric Badge
    Chapter 11 Special Notions of Symmetry and Invariance
  13. Altmetric Badge
    Chapter 12 Poisson and Pure Jump-Type Markov Processes
  14. Altmetric Badge
    Chapter 13 Gaussian Processes and Brownian Motion
  15. Altmetric Badge
    Chapter 14 Skorohod Embedding and Invariance Principles
  16. Altmetric Badge
    Chapter 15 Independent Increments and Infinite Divisibility
  17. Altmetric Badge
    Chapter 16 Convergence of Random Processes, Measures, and Sets
  18. Altmetric Badge
    Chapter 17 Stochastic Integrals and Quadratic Variation
  19. Altmetric Badge
    Chapter 18 Continuous Martingales and Brownian Motion
  20. Altmetric Badge
    Chapter 19 Feller Processes and Semigroups
  21. Altmetric Badge
    Chapter 20 Ergodic Properties of Markov Processes
  22. Altmetric Badge
    Chapter 21 Stochastic Differential Equations and Martingale Problems
  23. Altmetric Badge
    Chapter 22 Local Time, Excursions, and Additive Functionals
  24. Altmetric Badge
    Chapter 23 One-Dimensional SDEs and Diffusions
  25. Altmetric Badge
    Chapter 24 Connections with PDEs and Potential Theory
  26. Altmetric Badge
    Chapter 25 Predictability, Compensation, and Excessive Functions
  27. Altmetric Badge
    Chapter 26 Semimartingales and General Stochastic Integration
  28. Altmetric Badge
    Chapter 27 Large Deviations
Overall attention for this book and its chapters
Altmetric Badge

Mentioned by

blogs
1 blog
wikipedia
44 Wikipedia pages
q&a
1 Q&A thread
You are seeing a free-to-access but limited selection of the activity Altmetric has collected about this research output. Click here to find out more.
Title
Foundations of Modern Probability
Published by
Springer Science & Business Media, January 2002
DOI 10.1007/978-1-4757-4015-8
ISBNs
978-0-387-95313-7, 978-1-4419-2949-5, 978-1-4757-4015-8
Authors

Olav Kallenberg, Kallenberg, Olav