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About Probability

The new edition of this lively but rigorous introduction to measure theoretic probability theory, designed for use in a graduate course, contains a new chapter on multidimensional Brownian motion and its relationship to partial differential equations (PDEs), a topic that is finding new applications. Some 200 examples and 450 exercises help readers build practical intuition.

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  • Language:
  • English
  • ISBN:
  • 9781108473682
  • Binding:
  • Hardback
  • Pages:
  • 430
  • Published:
  • April 17, 2019
  • Edition:
  • 5
  • Dimensions:
  • 261x188x26 mm.
  • Weight:
  • 986 g.
Delivery: 2-3 weeks
Expected delivery: December 12, 2024

Description of Probability

The new edition of this lively but rigorous introduction to measure theoretic probability theory, designed for use in a graduate course, contains a new chapter on multidimensional Brownian motion and its relationship to partial differential equations (PDEs), a topic that is finding new applications. Some 200 examples and 450 exercises help readers build practical intuition.

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