Foundations of Modern Probability
From the reviews of the first edition: "... To sum it up, one can perhaps see a distinction among advanced probability books into those which are original and path-breaking in content, such as Levy's and Doob's well-known examples, and those which aim primarily to assimilate known mat...
| Κύριος συγγραφέας: | |
|---|---|
| Συγγραφή απο Οργανισμό/Αρχή: | |
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
New York, NY :
Springer New York,
1997.
|
| Σειρά: | Probability and its Applications, A Series of the Applied Probability Trust,
|
| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Elements of Measure Theory
- Processes, Distributions, and Independence
- Random Sequences, Series, and Averages
- Characteristic Functions and Classical Limit Theorems
- Conditioning and Disintegration
- Martingales and Optional Times
- Markov Processes and Discrete-Time Chains
- Random Walks and Renewal Theory
- Stationary Processes and Ergodic Theory
- Poisson and Pure Jump-Type Markov Processes
- Gaussian Processes and Brownian Motion
- Skorohod Embedding and Invariance Principles
- Independent Increments and Infinite Divisibility
- Convergence of Random Processes, Measures, and Sets
- Stochastic Integrals and Quadratic Variation
- Continuous Martingales and Brownian Motion
- Feller Processes and Semigroups
- Stochastic Differential Equations and Martingale Problems
- Local Time, Excursions, and Additive Functionals
- One-Dimensional SDEs and Diffusions
- PDE-Connections and Potential Theory
- Predictability, Compensation, and Excessive Functions
- Semimartingales and General Stochastic Integration.
