Probability Theory and Examples |
|
| Author:
| Durrett, Rick |
| Series title: | Cambridge Series in Statistical and Probabilistic Mathematics Ser. |
| ISBN: | 978-1-108-59103-4 |
| Publication Date: | Apr 2019 |
| Publisher: | Cambridge University Press
|
| Book Format: | Digital download and online |
| List Price: | USD $225.00 |
Book Description:
|
The new edition of this lively but rigorous introduction to measure theoretic probability theory, designed for use in a graduate course, contains a new chapter on multidimensional Brownian motion and its relationship to partial differential equations (PDEs), a topic that is finding new applications. Some 200 examples and 450 exercises help readers build practical intuition.
The new edition of this lively but rigorous introduction to measure theoretic probability theory, designed for use in a graduate course, contains a new chapter on multidimensional Brownian motion and its relationship to partial differential equations (PDEs), a topic that is finding new applications. Some 200 examples and 450 exercises help readers build practical intuition.