Abstract
This chapter is intended as a brief introduction to probability theory. Especially, we introduce the general theory of conditional probabilities and conditional expectations which plays a vital role in the study of Markov processes in Chap. 9.
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References
Blumenthal, R.M., Getoor, R.K.: Markov Processes and Potential Theory. Pure and Applied Mathematics, vol. 29. Academic, New York/London (1968)
Dynkin, E.B.: Foundations of the theory of Markov processes. Gosudarstv. Izdat. Fiz.-Mat. Lit., Moscow (1959) (in Russian); English translation: Pergamon Press, Oxford/London/New York/Paris (1960); German translation: Springer, Berlin/Göttingen/Heidelberg (1961); French translation: Dunod, Paris (1963)
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Taira, K. (2014). Elements of Probability Theory. In: Semigroups, Boundary Value Problems and Markov Processes. Springer Monographs in Mathematics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-43696-7_2
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DOI: https://doi.org/10.1007/978-3-662-43696-7_2
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