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Cambridge UP, Fachbücher, Probability: Theory and Examples (Englisch, Rick Durrett, 2019)
111,19 €
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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