Logo

Mathematical Foundations of Probability Theory

Small book cover: Mathematical Foundations of Probability Theory

Mathematical Foundations of Probability Theory
by

Publisher: arXiv.org
Number of pages: 378

Description:
The fundamental aspects of Probability Theory are presented from a pure mathematical view based on Measure Theory. Such an approach places Probability Theory in its natural frame of Functional Analysis and constitutes a firm preparation to the study of Random Analysis and Stochastic processes.

Home page url

Download or read it online for free here:
Download link
(1.8MB, PDF)

Similar books

Book cover: Probability CourseProbability Course
by - David Ellerman
In 1999, Gian-Carlo Rota gave his famous course, Probability, at MIT for the last time. The late John N. Guidi taped the lectures and took notes which he then wrote up in a verbatim manner conveying the substance and the atmosphere of the course.
(5627 views)
Book cover: Stochastic ProcessesStochastic Processes
by - The University of Kansas
From the table of contents: Stochastic Processes (Probability Spaces and Random Variables, Definitions and Examples); Jump Processes (The Poisson Process, Superposition of Poisson Processes); Markov Chains; Martingales; Stochastic Calculus.
(10370 views)
Book cover: Probability, Random Processes, and Ergodic PropertiesProbability, Random Processes, and Ergodic Properties
by - Springer
A self-contained treatment of the theory of probability, random processes. It is intended to lay theoretical foundations for measure and integration theory, and to develop the long term time average behavior of measurements made on random processes.
(12294 views)
Book cover: Introduction to Stochastic AnalysisIntroduction to Stochastic Analysis
by - Universitaet Bielefeld
From the table of contents: Introduction to Pathwise Ito-Calculus; (Semi-)Martingales and Stochastic Integration; Markov Processes and Semigroups - Application to Brownian Motion; Girsanov Transformation; Time Transformation.
(8851 views)