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Foundations of modern probability (2nd edn), by Olav Kallenberg. Pp. 638. £49 (hbk). 2002. ISBN 0 387 95313 2 (Springer-Verlag).

JOURNAL ARTICLE published March 2004 in The Mathematical Gazette

Authors: Gerry Leversha

https://doi.org/10.1017/s0025557200174820 Actions

Foundations of Modern Probability

BOOK published 2021 in Probability Theory and Stochastic Modelling

Authors: Olav Kallenberg

https://doi.org/10.1007/978-3-030-61871-1 Actions

Foundations of Modern Probability

BOOK published 2002 in Probability and Its Applications

Authors: Olav Kallenberg

https://doi.org/10.1007/978-1-4757-4015-8 Actions

Large Deviations

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

https://doi.org/10.1007/978-3-030-61871-1_25 Actions

Malliavin Calculus

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

https://doi.org/10.1007/978-3-030-61871-1_22 Actions

Convergence in Distribution

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

https://doi.org/10.1007/978-3-030-61871-1_24 Actions

Stochastic Differential Geometry

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

https://doi.org/10.1007/978-3-030-61871-1_36 Actions

Conditioning and Disintegration

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

https://doi.org/10.1007/978-3-030-61871-1_9 Actions

Predictability and Compensation

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

https://doi.org/10.1007/978-3-030-61871-1_11 Actions

Large Deviations

BOOK CHAPTER published 2002 in Probability and Its Applications

Authors: Olav Kallenberg

https://doi.org/10.1007/978-1-4757-4015-8_27 Actions

Conditioning and Disintegration

BOOK CHAPTER published 2002 in Probability and Its Applications

Authors: Olav Kallenberg

https://doi.org/10.1007/978-1-4757-4015-8_6 Actions

Gaussian and Poisson Convergence

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

https://doi.org/10.1007/978-3-030-61871-1_7 Actions

Measure Extension and Decomposition

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

https://doi.org/10.1007/978-3-030-61871-1_3 Actions

Processes, Distributions, and Independence

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

https://doi.org/10.1007/978-3-030-61871-1_5 Actions

Optional Times and Martingales

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

https://doi.org/10.1007/978-3-030-61871-1_10 Actions

Kernels, Disintegration, and Invariance

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

https://doi.org/10.1007/978-3-030-61871-1_4 Actions

Introduction and Reading Guide

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

https://doi.org/10.1007/978-3-030-61871-1_1 Actions

Poisson and Related Processes

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

https://doi.org/10.1007/978-3-030-61871-1_16 Actions

Measure Theory — Key Results

BOOK CHAPTER published 2002 in Probability and Its Applications

Authors: Olav Kallenberg

https://doi.org/10.1007/978-1-4757-4015-8_2 Actions

Semi-Martingales and Stochastic Integration

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

https://doi.org/10.1007/978-3-030-61871-1_21 Actions
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