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Probability Theory Referance

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11-11-2005, 10:18 PM

edtost

Junior Member

Join Date: Feb 2004

Location: Princeton

Posts: 15

Probability Theory Referance

I'm looking for a book that goes through probability theory in a rigorous/measure-theoretic manner. Specifically, I'd prefer something that goes through stochastic calculus/pde's, brownian motion, and markov chains.

Anyone have any good references they can recommend?

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