暂无评论
图文详情
- ISBN:9787510086298
- 装帧:平装
- 册数:暂无
- 重量:暂无
- 开本:24开
- 页数:557
- 出版时间:2015-01-01
- 条形码:9787510086298 ; 978-7-5100-8629-8
本书特色
辛拉所著的《概率和随机(英文版)》是一部兼顾理论和应用的,讲述概率和随机研究生教材。本书的风格仍然是这个系列的延续,注重随机过程的理论,但却非一味强调理论和抽象,也兼顾应用。 本书是现代概率论和随机过程理论导论,其中收录了许多学科内的优秀论文可供学科爱好者参考研究。
内容简介
本书是一部兼顾理论和应用的,讲述概率和随机研究生教材。本书的风格仍然是这个系列的延续,注重随机过程的理论,但却非一味强调理论和抽象,也兼顾应用。书的前四章是有关概率论、度量和积分、概率空间、条件期望和经典极限定理;接下来的章节是有关鞅、泊松随机测度、levy过程、布朗运动和马尔科夫过程。重点强调了泊松随机测度,及其在调节布朗运动冲程和Levy跃迁和马尔科夫过程中的扮演的重要角色。每章末都有大量的例子和练习。
目录
Preface
Frequently Used Notation
Ⅰ Measure and Integration
1 Measurable Spaces
2 Measurable Functions
3 Measures
4 Integration
5 Transforms and Indefinite Integrals
6 Kernels and Product Spaces
Ⅱ Probability Spaces
1 Probability Spaces and Random Variables
2 Expectations
3 LP—spaces and Uniform Integrability
4 Information and Determinability
5 Independence
Ⅲ Convergence
1 Convergence of Real Sequences
2 Almost Sure Convergence
3 Convergence in Probability
4 Convergencein Lp
5 Weak Convergence
6 Laws ofLarge Numbers
7 Convergence ofSeries
8 CentraILimits
Ⅳ Conditioning
1 Conditional Expectations
2 Conditional Probabilities and Distributions
3 Conditionallndependence
4 Construction of Probability Spaces
5 Spe Constructions
Ⅴ Martingales and Stochastics
1 Filtrations and Stopping Times
2 Martingales
3 Martingale Transformations and Maxima
4 Martingale Convergence
5 Martingales in Continuous Time
6 Martingale Characterizations for Wiener and Poisson
7 Standard Filtrations and Modifications of Martingales
Ⅵ Poisson Random Measures
1 Random Measures
2 Poisson Random Measures
3 Transformations
4 Additive Random Measures and Levy Processes
5 Poisson Processes
6 Poisson Integrals and Self—exciting Processes
Ⅶ Levy Processes
1 Introduction
2 Stable Processes
3 Levy Processes on Standard Settings
4 Characterizations for Wiener and Poisson
5 Ito—Levy Decomposition
6 Subordination
7 Increasing Levy Processes
Ⅷ Brownian Motion
1 Introduction
2 Hitting Times and Recurrence Times
3 Hitting Times and Running Maximum
4 Wiener and its Maximum
5 Zeros,LocaITimes
6 Excursions
7 Path Properties
8 Existence
Ⅸ Markov Processes
1 Markov Property
2 Ito Diffusions
3 Jump—Diffusions
4 Markov Systems
5 Hunt Processes
6 Potentials and Excessive Functions
7 Appendix:Stochastic Integration
Notes and Comments
Bibliography
Index
Frequently Used Notation
Ⅰ Measure and Integration
1 Measurable Spaces
2 Measurable Functions
3 Measures
4 Integration
5 Transforms and Indefinite Integrals
6 Kernels and Product Spaces
Ⅱ Probability Spaces
1 Probability Spaces and Random Variables
2 Expectations
3 LP—spaces and Uniform Integrability
4 Information and Determinability
5 Independence
Ⅲ Convergence
1 Convergence of Real Sequences
2 Almost Sure Convergence
3 Convergence in Probability
4 Convergencein Lp
5 Weak Convergence
6 Laws ofLarge Numbers
7 Convergence ofSeries
8 CentraILimits
Ⅳ Conditioning
1 Conditional Expectations
2 Conditional Probabilities and Distributions
3 Conditionallndependence
4 Construction of Probability Spaces
5 Spe Constructions
Ⅴ Martingales and Stochastics
1 Filtrations and Stopping Times
2 Martingales
3 Martingale Transformations and Maxima
4 Martingale Convergence
5 Martingales in Continuous Time
6 Martingale Characterizations for Wiener and Poisson
7 Standard Filtrations and Modifications of Martingales
Ⅵ Poisson Random Measures
1 Random Measures
2 Poisson Random Measures
3 Transformations
4 Additive Random Measures and Levy Processes
5 Poisson Processes
6 Poisson Integrals and Self—exciting Processes
Ⅶ Levy Processes
1 Introduction
2 Stable Processes
3 Levy Processes on Standard Settings
4 Characterizations for Wiener and Poisson
5 Ito—Levy Decomposition
6 Subordination
7 Increasing Levy Processes
Ⅷ Brownian Motion
1 Introduction
2 Hitting Times and Recurrence Times
3 Hitting Times and Running Maximum
4 Wiener and its Maximum
5 Zeros,LocaITimes
6 Excursions
7 Path Properties
8 Existence
Ⅸ Markov Processes
1 Markov Property
2 Ito Diffusions
3 Jump—Diffusions
4 Markov Systems
5 Hunt Processes
6 Potentials and Excessive Functions
7 Appendix:Stochastic Integration
Notes and Comments
Bibliography
Index
展开全部
作者简介
Erhan ?inlar(E.辛拉,美国)是国际知名学者,在数学和物理学界享有盛誉。本书凝聚了作者多年科研和教学成果,适用于科研工作者、高校教师和研究生。
本类五星书
浏览历史
本类畅销
-
13次时空穿梭之旅
¥18.7¥59.0 -
勒维特之星-大发现系列丛书
¥5.0¥16.0 -
递归求解
¥9.4¥28.0 -
核科学基本原理
¥14.5¥39.8 -
130种美鸟彩图馆
¥15.3¥39.8 -
技术史入门
¥15.4¥48.0 -
天文学卷-异想天开-古今中外天文简史-《中国大百科全书》普及版
¥6.1¥19.0 -
科学哲学——科学家的视角
¥43.9¥78.0 -
发现之旅数的王国——世界共通的语言
¥41.1¥68.0 -
声音简史
¥23.9¥52.0 -
青少年及成.人普林斯顿数学分析读本
¥43.8¥69.0 -
趣味物理学问答
¥16.6¥46.0 -
疯狂实验史-II
¥23.7¥36.0 -
世纪幽灵-走近量子纠缠
¥9.4¥28.0 -
为了人人晓得相对论
¥4.9¥13.5 -
北宋科技思想研究纲要
¥9.8¥26.0 -
概率统计
¥5.7¥11.0 -
新科学时代的思考
¥46.2¥78.0 -
智慧宫029梦游者:西方宇宙观念的变迁
¥75.5¥128.0 -
现代生物特征识别技术
¥34.8¥49.0