现代概率论基础(第2版)(影印版)
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广东广州
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作者(美)卡伦伯格 著
出版社科学出版社
ISBN9787030166722
出版时间2006-01
装帧精装
开本其他
定价198元
货号1202316245
上书时间2024-12-03
商品详情
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目录
Preface to the Second Edition
Preface to the First Edition
1.Measure Theory—Basic Notions
2.Measure Theory—Key Results
3.Processes,Distributions,and Independence
4.Random Sequences,Series,and Averages
5.Characteristic Functions and Classical Limit Theorems
6.Conditioning and Disintegration
7.Martingales and Optional Times
8.Markov Processes and Discrete—Time Chains
9.Random Walks and Renewal Theory
10.Stationary Processes and Ergodic Theory
11.Special Notions of Symmetry and Invariance
12.Poisson and Pure Jump—Type Markov Processes
13.Gaussian Processes and Brownian Motion
14.Skorohod Embedding and Invariance Principles
15.Independent Increments and Infinite Divisibility
16.Convergence of R.andom Processes,Measures,and Sets
17.Stochastic Integrals and Quadratic Variation
18.Continuous Martingales and Brownian Motion
19.Feller Processes and Semigroups
20.Ergodic Properties of Markov Processes
21.Stochastic Differential Equations and Martingale Problems
22.Local Time,Excursions,and Additive Functionals
23.One—dimensional SDEs and Diffusions
24.Connections with PDEs and Potential Theory
25.Predictability,Compensation,and Excessive Functions
26.Semimartingales and General Stochastic Integration
27.Large Deviations
Appendices
Historical and Bibliographical Notes
Bibliography
Symbol Index
Author Index
Subject Index
内容摘要
《现代概率论基础（第二版）》介绍要使我国的数学事业更好地发展起来，需要数学家淡泊名利并付出更艰苦地努力。另一方面，我们也要从客观上为数学家创造更有发展数学事业的外部环境，这主要是加强对数学事业的支持与投资力度，使数学家有较好的工作与生活条件，其中了包括改善与加强数学的出版工作。修订版增加了四章，并对原版内容作了大量修改。
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