We can't find the internet
Attempting to reconnect
Something went wrong!
Hang in there while we get back on track
Price loading...
Measure Theory, Probability, and Stochastic Processes: 295 (Graduate Texts in Mathematics, 295)
Price data last checked 104 day(s) ago - refreshing...
Price History & Forecast
No Price Data Available
Price history will appear here once data is collected from Amazon.
Price Distribution
No price data available for histogram
Description
This textbook introduces readers to the fundamental notions of modern probability theory. The only prerequisite is a working knowledge in real analysis. Highlighting the connections between martingales and Markov chains on one hand, and Brownian motion and harmonic functions on the other, this book provides an introduction to the rich interplay between probability and other areas of analysis. Arranged into three parts, the book begins with a rigorous treatment of measure theory, with applications to probability in mind. The second part of the book focuses on the basic concepts of probability theory such as random variables, independence, conditional expectation, and the different types of convergence of random variables. In the third part, in which all chapters can be read independently, the reader will encounter three important classes of stochastic processes: discrete-time martingales, countable state-space Markov chains, and Brownian motion. Each chapter ends with a selectionof illuminating exercises of varying difficulty. Some basic facts from functional analysis, in particular on Hilbert and Banach spaces, are included in the appendix. Measure Theory, Probability, and Stochastic Processes is an ideal text for readers seeking a thorough understanding of basic probability theory. Students interested in learning more about Brownian motion, and other continuous-time stochastic processes, may continue reading the author’s more advanced textbook in the same series (GTM 274).
Product Specifications
- Format
- paperback
- ASIN
- 3031142071
- Domain
- Amazon UK
- Release Date
- 31 October 2023
- Listed Since
- 04 October 2023
Barcode
No barcode data available
Similar Products You Might Like
99% match
Measure Theory, Probability, and Stochastic Processes: 295 (Graduate Texts in Mathematics, 295)
Springer
£44.99
08 Jan 2026
95% match
Measure Theory and Probability Theory (Springer Texts in Statistics)
Springer
£71.08
23 Feb 2026
95% match
Probability and Stochastic Processes
Wiley
£93.59
23 Feb 2026
95% match
Stationary Processes and Discrete Parameter Markov Processes: 293 (Graduate Texts in Mathematics, 293)
Springer
£36.55
14 Feb 2026
95% match
Measure, Probability and Functional Analysis (Universitext)
Springer
£46.77
16 Feb 2026
95% match
Random Walk, Brownian Motion, and Martingales: 292 (Graduate Texts in Mathematics, 292)
Springer
£50.92
28 Feb 2026
95% match
Introduction To Probability Theory: A First Course On The Measure-theoretic Approach: 3 (World Scientific Series On Probability Theory And Its Applications)
World Scientific Publishing Company
£70.22
22 Feb 2026
95% match
Stochastic Modeling (Universitext)
Springer
£41.55
09 Dec 2025
94% match
Adventures in Stochastic Processes
Birkhauser
£64.47
12 Jan 2026
94% match
Probability: An Introduction Through Theory and Exercises (Universitext)
£46.41
11 Jan 2026
94% match
Springer Probability and Stochastics: 261 Mathematics Text
Springer
£49.15
05 Mar 2026
94% match
Essentials of Stochastic Processes (Springer Texts in Statistics)
£64.99
07 Jan 2026
94% match
Probability Essentials (Universitext)
Springer
£46.56
06 Jan 2026
94% match
An Advanced Course in Probability and Stochastic Processes
£80.02
12 Jan 2026
94% match
Essentials of Stochastic Processes (Springer Texts in Statistics)
Springer
£54.92
18 Mar 2026
94% match
Markov Processes, Structure and Asymptotic Behavior: Structure and Asymptotic Behavior: 184 (Grundlehren der mathematischen Wissenschaften, 184)
Springer
£40.84
07 Mar 2026
94% match
Probability Theory, Random Processes and Mathematical Statistics: 344 (Mathematics and Its Applications, 344)
Springer
£40.84
07 Mar 2026
94% match
Basics of Probability and Stochastic Processes
Springer
£39.18
07 Mar 2026
94% match
An Introduction to Markov Processes: 230 (Graduate Texts in Mathematics, 230)
Springer
£57.91
08 Mar 2026
94% match
Probability Theory and Stochastic Processes (Universitext)
Springer
£40.61
11 Jan 2026
94% match
Stochastic Processes: Lectures given at Aarhus University
Springer
£47.15
20 Feb 2026
94% match
Probability-1: 95 (Graduate Texts in Mathematics, 95)
Springer
£41.72
08 Feb 2026
94% match
Probability-1: 95 (Graduate Texts in Mathematics, 95)
Springer
£60.42
08 Feb 2026
94% match
An Introduction to Stochastic Processes and Their Applications (Springer Series in Statistics)
Springer
£91.63
28 Mar 2026