I'm reading the book Probability Theory: A Comprehensive Course by Achim Klenke. There are no solutions for the exercises in this book, so I constantly have to annoy people here (but nobody wants to check my proofs 🙁 ). Do you know where I can get exercises with solutions for measure-theoretic probability theory?
What I've already found:
One Thousand Exercises in Probability by Geoffrey R. Grimmett and David R. Stirzaker
The obvious one. And it doesn't help me much, it has the wrong focus (not really based on measure theory) and the solutions aren't very understandable.
A First Look at Rigorous Probability Theory by Jeffrey S. Rosenthal
I think, that's a great book (considering its goal) but the exercises are a bit too easy, only solutions for even numbered exercises are given and the decision of the author to focus only on the very essential makes it problematic for me, too.
Measures, Integrals and Martingales by René L. Schilling
This book has very nice exercises with full solutions. But its not really about probability, I can only use it for the measure theory part.
https://www.math.ubc.ca/~angel/probab/ [As at Dec. 27 2020, this URL is broken.]
This one was helpful. Sadly there is no follow-up course.
Do you have any other ideas where I can get exercises for measure-theoretic probability theory with full solutions?
Best Answer
here is a FREE pdf of Robert Ash's Probability and Measure theory. It has answers in the back.