Measure Theory, Probability, and Stochastic Processes - Softcover

Le Gall, Jean-François

Softcover

ISBN 10: 3031142063 ISBN 13: 9783031142062

Publisher: Springer, 2022

Synopsis

Part I. Measure Theory.- Chapter 1. Measurable Spaces.- Chapter 2. Integration of Measurable Functions.- Chapter 3. Construction of Measures.- Chapter 4. Lp Spaces.- Chapter 5. Product Measure.- Chapter 6. Signed Measures.- Chapter 7. Change of Variables.- Part II. Probability Theory.- Chapter 8. Foundations of Probability Theory.- Chapter 9. Independence.- Chapter 10. Convergence of Random Variables.- Chapter 11. Conditioning.- Part III. Stochastic Processes.- Chapter 12. Theory of Martingales.- Chapter 13. Markov Chains.- Chapter 14. Brownian Motion.  

Edition details

• Publisher: Springer
• Publication date: 2022
• Language: English
• ISBN 10: 3031142063
• ISBN 13: 9783031142062
• Binding: Paperback
• Number of pages: 422