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PROBABILITY AND ITS APPLICATIONS - FOUNDATIONS OF MODERN PROBABILITY - Couverture souple

Kallenberg, Olav

 
9780387949574: PROBABILITY AND ITS APPLICATIONS - FOUNDATIONS OF MODERN PROBABILITY

Synopsis

A study of the foundations of modern probability, covering topics such as stochastic integrals and quadratic variation, martingales and optional times, Feller processes and semigroups, and Poisson and pure jump type Markov processes.

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