Basic Principles and Applications of Probability Theory

by Valeriy Skorokhod, B. Seckler, Yurij V. Prokhorov

Part I. Probability. Basic Notions, Structure, Methods. Chapter 1: Introduction.- Chapter 2: The Probability Space.- Chapter 3: Independence.- Chapter 4. General Theory of Stochastic Processes and Random Functions.- Chapter 5. Limit Theorems.- Part II. Markov Processes and Probability Applications in Analysis.- Chapter I: Markov Processes.- Chapter 2: Probabilistic Representations of Solutions of Partial Differential Equations.- Chapter 3. Wiener...

• Format: Paperback
• Language: English
• ISBN: 3642081215
• ISBN13: 9783642081217
• Release Date: October 2010
• Publisher: Springer
• Length: 282 Pages
• Weight: 0.90 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"