Foundations of Modern Probability, Third Edition by Olav KallenbergEnglish | PDF | 2021 | 931 Pages | ISBN : 3030618706 | 5.6 MB
This new, thoroughly revised and expanded 3rd edition of a classic gives a comprehensive coverage of modern probability in a single book. It is a truly modern text, providing not only classical results but also material that will be important for future research. Much has been added to the previous edition, including eight entirely new chapters on subjects like random measures, Malliavin calculus, multivariate arrays, and stochastic differential geometry.