We assume that the reader is already familiar with the basic motivations and notions of probability theory. In this chapter we recall the main mathematical concepts, methods, and theorems according to the Kolmogorov approach Kolmogorov (1956) by using as main references the books by Métivier (1968) and Neveu (1965). An interesting introduction can be found in Gnedenko (1963). We shall refer to Appendix A of this book for the required theory on measure and integration.


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Copyright information

© Springer Science+Business Media New York 2015

Authors and Affiliations

  • Vincenzo Capasso
    • 1
  • David Bakstein
    • 1
  1. 1.ADAMSS (Interdisciplinary Centre for Advanced Applied Mathematical and Statistical Sciences)Università degli Studi di MilanoMilanItaly

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