A lively book that is a pleasure to read, this work gives analysts the tools to construct Brownian motion from scratch. It includes a complete overview of basic measure theory as well as analysis with proofs.Bhattacharya and Waymire take the second path. The book develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications.
|Title||:||A Basic Course in Probability Theory|
|Author||:||Rabi Bhattacharya, Edward C. Waymire|
|Publisher||:||Springer Science & Business Media - 2007-07-27|