000			02354cam a2200313 a 4500
001			16307420
003			BD-DhUL
005			20140908080929.0
008			100628s2011 nyu b 001 0 eng
010			_a 2010027652
020			_a9780521761581 (hardback)
020			_a9780521132503 (pbk.)
040			_aDLC _cDLC _dDLC _dBD-DhUL
042			_apcc
050	0	0	_aQA273 _b.S763 2011
082	0	0	_a519.2 _222 _bSTP
100	1		_aStroock, Daniel W.
245	1	0	_aProbability theory : _ban analytic view / _cDaniel W. Stroock.
250			_a2nd ed.
260			_aCambridge ; _aNew York : _bCambridge University Press, _c2011.
300			_axxi, 527 p. ; _c27 cm.
365			_aUS$ _b126.00
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.
906			_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg
942			_2ddc _cBK
955			_bxj12 2010-06-28 _cxj12 2010-06-28 ONIX to STM _axe07 2011-05-17 1 copy rec'd., to CIP ver.
999			_c8574 _d8574