Probability Theory
10 credits
Reading list, Master's level, 1MS038
A revised version of the reading list is available.
Main group 1
- Föreläsningsanteckningar, Matematiska institutionen, u.åCompulsory
- Khoshnevisan, Davar, Probability, Providence, R.I., American Mathematical Society, 2007
- Durrett, Richard, Probability: theory and examples, 4th ed., Cambridge, Cambridge University Press, 2010
- Williams, David, Probability with martingales, New York, Cambridge University Press, 1991
- Širjaev, Alʹbert Nikolaevič, Probability, 3rd ed., New York, Springer, 2008
- Kallenberg, Olav, Foundations of modern probability, 2. ed., New York, Springer, cop. 2002
* Compulsory