000			02550cam a2200349 i 4500
001			9296
003			0000000000
005			20240411200302.0
008			100628s2011 nyu b 001 0 eng
010			_a 2010027652
020			_a9780521132503 (pbk.)
020			_a9780521761581 (hardback)
035			_a(0000000000)30105
035			_a(IMchF)fol13267092
040			_aDLC _cDLC _dDLC _erda
042			_apcc
050	0	0	_aQA273 _b.S763 2011
082	0	0	_a519.2 _222
100	1		_aStroock, Daniel W.
245	1	0	_aProbability theory: _ban analytic view / _cDaniel W. Stroock.
250			_a2nd ed.
264		1	_aCambridge ; _aNew York : _bCambridge University Press, _c2011.
300			_axxi, 527 p. ; _c27 cm.
336			_atext _2rdacontent
338			_avolume _2rdacarrier
504			_aIncludes bibliographical references and index.
504			_aIncludes bibliographical references and index.
520			_a"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. The first part of the book deals with independent random variables, Central Limit phenomena, and the construction of Levy processes, including Brownian motion. Conditioning is developed and applied to discrete parameter martingales in Chapter 5, Chapter 6 contains the ergodic theorem and Burkholder's inequality, and continuous parameter martingales are discussed in Chapter 7. Chapter 8 is devoted to Gaussian measures on a Banach space, where they are treated from the abstract Wiener space perspective. The abstract theory of weak convergence is developed in Chapter 9, which ends with a proof of Donsker's Invariance Principle. The concluding two chapters contain applications of Brownian motion to the analysis of partial differential equations and potential theory"-- _cProvided by publisher.
650		0	_aProbabilities.
852			_93520.00USD
999			_c25619 _d25619