02354cam a2200313 a 4500 16307420 BD-DhUL 20140908080929.0 100628s2011 nyu b 001 0 eng 2010027652 9780521761581 (hardback) 9780521132503 (pbk.) DLC DLC DLC BD-DhUL pcc QA273 .S763 2011 519.2 22 STP Stroock, Daniel W. Probability theory : an analytic view / Daniel W. Stroock. 2nd ed. Cambridge ; New York : Cambridge University Press, 2011. xxi, 527 p. ; 27 cm. US$ 126.00 Includes bibliographical references and index. "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"-- Provided by publisher. Probabilities. 7 cbc orignew 1 ecip 20 y-gencatlg ddc BK xj12 2010-06-28 xj12 2010-06-28 ONIX to STM xe07 2011-05-17 1 copy rec'd., to CIP ver. 8574 8574 0 0 ddc 0 519_200000000000000_STP 0 NFIC 15171 DUSL DUSL GEN 2012-12-03 Purchased. 519.2 STP 476977 2014-09-08 3 2014-09-08 BK 0 0 ddc 0 519_200000000000000_STP 0 NFIC 15172 DUSL DUSL GEN 2012-12-03 Purchased. 519.2 STP 474170 2014-09-08 1 2014-09-08 BK 0 0 ddc 0 519_200000000000000_STP 0 NFIC 15173 DUSL DUSL GEN 2012-12-03 Purchased. 519.2 STP 474171 2014-09-08 2 2014-09-08 BK