TY  - BOOK
AU  - Davar Khoshnevisan 
TI  -  Probability
T2  - Graduate studies in mathematics
SN  - 978-0-8218-4215-7
AV  - QA273.K488 
PY  - 2007///]
CY  - Rhode Island
PB  - American Mathematical Society
KW  - Lehrbuch
KW  - Probability
KW  - Mathematics
N1  - 1. Classical probability;
2. Bernoulli trials;
3. Measure theory;
4. Integration;
5. Product spaces;
6. Independence;
7. The central limit theorem;
8. Martingales;
9. Brownian motion;
10. Terminus : stochastic integration
N2  - This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long course at a more leisurely pace. Khoshnevisan's approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by interesting non-standard ones.

The topics range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus. Throughout, the reader will find many exciting applications of probability theory and probabilistic reasoning. There are numerous exercises, ranging from the routine to the very difficult. Each chapter concludes with historical notes. --- summary provided by publishers

UR  - http://www.ams.org/books/gsm/080/
ER  -