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The new edition of this lively but rigorous introduction to measure theoretic probability theory, designed for use in a graduate course, contains a new chapter on multidimensional Brownian motion and its relationship to partial differential equations (PDEs), a topic that is finding new applications. Some 200 examples and 450 exercises help readers build practical intuition.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781108473682
  • Indbinding:
  • Hardback
  • Sideantal:
  • 430
  • Udgivet:
  • 18. april 2019
  • Udgave:
  • 5
  • Størrelse:
  • 261x188x26 mm.
  • Vægt:
  • 986 g.
  • 8-11 hverdage.
  • 25. november 2024
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The new edition of this lively but rigorous introduction to measure theoretic probability theory, designed for use in a graduate course, contains a new chapter on multidimensional Brownian motion and its relationship to partial differential equations (PDEs), a topic that is finding new applications. Some 200 examples and 450 exercises help readers build practical intuition.

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