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Prerequisites

  • Kiyosi Itô
  • Henry P. McKeanJr.
Part of the Classics in Mathematics book series (CLASSICS)

Abstract

The reader is expected to have about the same mathematical background as is needed to read Courant-Hilbert [1, 2]. Besides this, he should have mastered most of W. Feller’s book on probability [3] plus the topics listed below (see A. N. Kolmogorov [2] for a helpful outline and some of the proofs).

Keywords

Probability Measure Measurable Function Probability Space Conditional Expectation BOREL Probability Measure 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1996

Authors and Affiliations

  • Kiyosi Itô
    • 1
    • 3
  • Henry P. McKeanJr.
    • 2
  1. 1.RIMSKyoto UniversitySakyo-Ku, KyotoJapan
  2. 2.Courant Institute of Mathematical SciencesNew York UniversityNew YorkUSA
  3. 3.Cornell UniversityUSA

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