现代概率论基础 英文版PDF电子书下载
- 电子书积分:16 积分如何计算积分?
- 作 者:著者Olav Kallenberg
- 出 版 社:北京:科学出版社
- 出版年份:2001
- ISBN:7030089065
- 页数:523 页
1.Elements of Measure Theory 1
2.Processes,Distributions,and Independence 22
3.Random Sequences,Series,and Averages 39
4.Characteristic Functions and Classical Limit Theorems 60
5.Conditioning and Disintegration 80
6.Martingales and Optional Times 96
7.Markov Processes and Discrete-Time Chains 117
8.Random Walks and Renewal Theory 136
9.Stationary Processes and Ergodic Theory 156
10.Poisson and Pure Jump-Type Markov Processes 176
11.Gaussian Processes and Brownian Motion 199
12.Skorohod Embedding and Invariance Principles 220
13.Independent Increments and Infinite Divisibility 234
14.Convergence of Random Processes,Measures,and Sets 255
15.Stochastic Integrals and Quadratic Variation 275
16.Continuous Martingales and Brownian Motion 296
17.Feller Processes and Semigroups 313
18.Stochastic Differential Equations and Martingale Problems 335
19.Local Time,Excursions,and Additive Functionals 350
20.One-Dimensional SDEs and Diffusions 371
21.PDE-Connections and Potential Theory 390
22.Predictability,Compensation,and Excessive Functions 409
23.Semimartingales and General Stochastic Integration 433
Appendices 455
Historical and Bibliographical Notes 464
Bibliography 486
Indices 509
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