Oliver Knill, "Probability Theory and Stochastic Processes with Applications"
English | 2009 | ISBN: 8189938401 | 373 pages | Djvu | 3,8 MB
Chapter 1-2 of this text covers material of a basic probability course. Chapter 3 deals with discrete stochastic processes including Martingale theory. Chapter 4 covers continous time stochastic processes like Brownian motion and stochastic differential equations. The last chapter selected topics got considerably extended in the summer of 2006. In the original course, only localization and percolation problems were included.