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Author Skorokhod, A. V. (Anatoliĭ Vladimirovich), 1930-2011.

Title Basic principles and applications of probability theory / A.V. Skorokhod ; edited by Yu. V. Prokhorov ; translated from the Russian by B.D. Seckler
Published Berlin ; London : Springer, 2004
Online access available from:
Springer eBooks    View Resource Record  


Description 1 online resource (282 pages)
Contents Part I. Probability. Basic Notions, Structure, Methods: Introduction; The Probability Space; Independence; General Theory of Stochastic Processes and Random Functions; Limit Theorems -- Part II. Markov Processes and Probability Applications in Analysis: Markov Processes; Probabilistic Representations of Solutions of Partial Differential Equations; Wiener Process and the Solution of Equations Involving the Laplace Operator -- Part III. Practical Probability Applications: Statistical Methods; Controlled Stochastic Processes; Information; Filtering
Summary "The book is an introduction to modern probability theory written by one of the famous experts in this area. Readers will learn the basic concepts of probability and its applications, preparing them for more advanced and specialized works."--Jacket
Bibliography Includes bibliographical references and indexes
Notes English
Print version record
Subject Probabilities.
Markov processes.
Form Electronic book
Author Prokhorov, I͡U. V. (I͡Uriĭ Vasilʹevich)
ISBN 3540263128
Other Titles Teoriya Veroyatnostej 1. English