书目名称 | Foundations of Modern Probability |
编辑 | Olav Kallenberg |
视频video | |
丛书名称 | Probability and Its Applications |
图书封面 |  |
描述 | From the reviews of the first edition: "... To sum it up, one can perhaps see a distinction among advanced probability books into those which are original and path-breaking in content, such as Levy‘s and Doob‘s well-known examples, and those which aim primarily to assimilate known material, such as Loeve‘s and more recently Rogers and Williams‘. Seen in this light, Kallenberg‘s present book would have to qualify as the assimilation of probability par excellence. It is a great edifice of material, clearly and ingeniously presented, without any non-mathematical distractions. Readers wishing to venture into it may do so with confidence that they are in very capable hands." Mathematical Reviews "... Indeed the monograph has the potential to become a (possibly even ``the‘‘) major reference book on large parts of probability theory for the next decade or more." Zentralblatt "The theory of probability has grown exponentially during the second half of the twentieth century and the idea of writing a single volume that could serve as a general reference for much of the modern theory seems almost foolhardy. Yet this is precisely what Professor Kallenberg has attempted in the volume under revi |
出版日期 | Book 19971st edition |
关键词 | Brownian motion; Feller process; Gaussian process; Markov process; Martingal; Martingale; Probability theo |
版次 | 1 |
doi | https://doi.org/10.1007/b98838 |
isbn_ebook | 978-0-387-22704-7Series ISSN 1431-7028 |
issn_series | 1431-7028 |
copyright | Springer Science+Business Media New York 1997 |