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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?

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    $\begingroup$ can you please update your post, the files are not available anymore. Did you manage to have a hold of the solution manual of Achim Klenke ? $\endgroup$
    – Anonymous
    Jul 8, 2018 at 17:11

3 Answers 3

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here is a FREE pdf of Robert Ash's Probability and Measure theory. It has answers in the back.

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  • $\begingroup$ It is not available anymore $\endgroup$
    – Anonymous
    Jul 8, 2018 at 17:01
  • $\begingroup$ Could you please share another link ? That doesn't work now $\endgroup$
    – angela
    Oct 9, 2018 at 16:15
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I was also looking for the exercises with solutions for measure-theoretic probability theory. Here's what I have found so far:

  • Regarding the accepted answer, the book can be found under this URL

  • Furthermore, another book by Robert Ash on Probability Theory (Basic Probability, however still with measure-theoretic approach) with solution can be found HERE

Good luck, hope it helps!

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  • $\begingroup$ Would you have the complete Solutions Manual? It says there is one for instructors, but the authors died, and I can't seem to find it anywhere. $\endgroup$ Jul 21, 2020 at 14:57
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The second edition of Durrett's "Probability: Theory and Examples" has the solutions available. Unfortunately, I haven't found the solutions for the most recent editions. Also, there is the book by Malliavan "Integration and Probability", which also has the solutions, but is a very unorthodox book.

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