現(xiàn)代概率論基礎(chǔ)

內(nèi)容概要

要使我國的數(shù)學事業(yè)更好地發(fā)展起來，需要數(shù)學家淡泊名利并付出更艱苦地努力。另一方面，我們也要從客觀上為數(shù)學家創(chuàng)造更有發(fā)展數(shù)學事業(yè)的外部環(huán)境，這主要是加強對數(shù)學事業(yè)的支持與投資力度，使數(shù)學家有較好的工作與生活條件，其中了包括改善與加強數(shù)學的出版工作。    修訂版增加了四章，并對原版內(nèi)容作了大量修改。

書籍目錄

Preface to the Second EditionPreface to the First Edition1. Measure Theory---Basic Notions2. Measure Theory---Key Results3. Processes, Distributions, and Independence4. Random Sequences, Series, and Averages5. Characteristic Functions and Classical Limit Theorems6. Conditioning and Disintegration7. Martingales and Optional Times8. Markov Processes and Discrete-Time Chains9. Random Walks and Renewal Theory10. Stationary Processes and Ergodic Theory11. Special Notions of Symmetry and Invariance12. Poisson and Pure Jump-Type Markov Processes13. Gaussian Processes and Brownian Motion14. Skorohod Embedding and Invariance Principles15. Independent Increments and Infinite Divisibility16. Convergence of Random Processes, Measures, and Sets17. Stochastic Integrals and Quadratic Variation18. Continuous Martingales and Brownian Motion19. Feller Processes and Semigroups20. ergodic Properties of Markov Processes21. Stochastic Differential Equations22. Local Time, Excursions, and Additive Functionals23. One-dimensional SDEs and Diffusions24. Connections with PDEs and Potential Theory25. Predictability, Compensation, and Excessive Functions26. Semimartingales and General Stochastic Integration27. Large DeviationsAppendicesHistorical and Bibliographical NotesBibliographySymbol IndexAuthor IndexSubject Index

編輯推薦

　　《現(xiàn)代概率論基礎(chǔ)》(影印版)(第2版)增加了四章，并對原版內(nèi)容作了大量修改。

圖書封面

圖書標簽Tags

無

評論、評分、閱讀與下載

---

    現(xiàn)代概率論基礎(chǔ) PDF格式下載

---