Background: From a famous,
world class research university,
Ph.D. from research
on stochastic optimal control.
Good to see that Durrett's book
touches on regular
conditional probabilities -- I needed
that topic!
I learned from a star student of
E. Cinlar, long at Princeton.
We used Royden, Rudin,
Neveu, and Chung, and there
were some nice topics in the
course not in any of those
texts, e.g., the Lindeberg-Feller
version of the central limit
theorem, a really nice, astounding,
result on an envelope for
Brownian motion, more on ergodic
theory, some on additive processes,
and more. Super nice course.
I learned from a star student of E. Cinlar, long at Princeton. We used Royden, Rudin, Neveu, and Chung, and there were some nice topics in the course not in any of those texts, e.g., the Lindeberg-Feller version of the central limit theorem, a really nice, astounding, result on an envelope for Brownian motion, more on ergodic theory, some on additive processes, and more. Super nice course.