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Probability Theory : An Analytic View. 2nd Revised edition.
・ISBN 978-0-521-76158-1 hard GB£ 109.00
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お気に入り
★★★
| 著者・編者 | Stroock, Daniel W., |
|---|---|
| 出版社 | (Cambridge University Press, UK) |
| 出版年月 | 2010 |
| ページ数 | 550 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-10325＞ |
解説
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.