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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

Foundations of Modern Probability

BOOK published 2021 in Probability Theory and Stochastic Modelling

Authors: Olav Kallenberg

Foundations of Modern Probability

BOOK published 2002 in Probability and Its Applications

Authors: Olav Kallenberg

Malliavin Calculus

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

Large Deviations

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

Predictability and Compensation

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

Conditioning and Disintegration

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

Convergence in Distribution

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

Stochastic Differential Geometry

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

Large Deviations

BOOK CHAPTER published 2002 in Probability and Its Applications

Authors: Olav Kallenberg

Measure Extension and Decomposition

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

Processes, Distributions, and Independence

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

Optional Times and Martingales

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

Kernels, Disintegration, and Invariance

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

Gaussian and Poisson Convergence

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

Conditioning and Disintegration

BOOK CHAPTER published 2002 in Probability and Its Applications

Authors: Olav Kallenberg

Introduction and Reading Guide

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

Poisson and Related Processes

BOOK CHAPTER published 2021 in Foundations of Modern Probability

Authors: Olav Kallenberg

Measure Theory — Basic Notions

BOOK CHAPTER published 2002 in Probability and Its Applications

Authors: Olav Kallenberg

Processes, Distributions, and Independence

BOOK CHAPTER published 2002 in Probability and Its Applications

Authors: Olav Kallenberg