Measure Theory, Probability, and Stochastic Processes /

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...

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Bibliographic Details

Main Author:	Le Gall, Jean-François (Author)
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Cham : Springer International Publishing : Imprint: Springer, 2022.
Edition:	1st ed. 2022.
Series:	Graduate Texts in Mathematics, 295
Subjects:	Measure theory. Probabilities. Stochastic processes. Measure and Integration. Probability Theory. Stochastic Processes. Electronic books.
Online Access:	Connect to the full text of this electronic book