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  plus the topics listed below (see A. N. Kolmogorov  for a helpful outline and some of the proofs).
KeywordsProbability Measure Measurable Function Probability Space Conditional Expectation BOREL Probability Measure
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