A. Valeriy Skorokhod • Basic Principles and Applications of Probability Theory

The book is an introduction to modern probability theory. Readers will learn about the basic concepts of probability and its applications.
Keywords: Probability, Basic Notions, Structure, Methods, The Probability Space, Independence, General Theory of Stochastic Processes and Random Functions, Limit Theorems, Markov Processes, Probability Applications in Analysis, Probabilistic Representations of Solutions of Partial Differential Equations, Wiener Process, Laplace Operator, Practical Probability Applications, Statistical Methods, Controlled Stochastic Processes, Information, Filtering

Springer, Hardback, english, 282 pages

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A. Valeriy Skorokhod • Basic Principles and Applications of Probability Theory

A. Valeriy Skorokhod • Basic Principles and Applications of Probability Theory

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