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This second edition of 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.
This second edition of Daniel W. Stroock's text is suitable for first-year graduate students with a good grasp of introductory, undergraduate probability theory
This section also explores the connection between martingales and various aspects of classical analysis, and the connections between Wiener's measure and classi
This revised edition is suitable for a first-year graduate course on probability theory. It is intended for students with a good grasp of introductory, undergra
This revised edition of Daniel W. Stroock's classic text is suitable for a first-year graduate course on probability theory. By modern standards the topics trea
Kiyosi Itô's greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory o
