连续鞅和布朗运动 第3版 9787506291934-so88
连续鞅和布朗运动 第3版 9787506291934 pdf epub mobi txt 电子书 下载 2022
图书介绍
☆☆☆☆☆
||
瑞韦兹(Revuz.D) 著
店铺: 中颐图书专营店 出版社: 世界图书出版公司 ISBN:9787506291934 商品编码:26073563913 包装:平装 出版时间:2008-03-01
基本信息
书名:连续鞅和布朗运动 第3版
定价:69.00元
作者:瑞韦兹 (Revuz.D)
出版社:世界图书出版公司
出版日期:2008-03-01
ISBN:9787506291934
字数:
页码:
版次:1
装帧:平装
开本:24开
商品重量:0.740kg
编辑推荐
内容提要
《连续鞅和布朗运动》是一部很经典的讲述过程及布朗运动的教材(全英文版)。其旨在尽可能详细的向概率专家介绍尽可能多的有关布朗运动的观点、技巧和方法。自从1991年这《连续鞅和布朗运动》的版本问世以来,有关布朗运动和相关的过程一直是人们研究和讨论的热点。布朗运动是许多典型的概率问题连续鞅、高斯过程、马尔科夫过程甚至更特殊的具有独立增量的过程的交叉点。大量新的方法都能够成功的应用于它的研究,新的版本也就应运而生。《连续鞅和布朗运动》在章引入布朗运动后,以后的各章都是具体在讲述某一种特定的方法或者观点。在这些方法中贯穿于《连续鞅和布朗运动》始终的是积分以及强有力的游程理论。
目录
Chapter 0.Preliminaries
§1.Basic Notation
§2.Monotone Class Theorem
§3.Completion
§4.Functions of Finite Variation and Stieltjes Integrals
§5.Weak Convergence in Metric Spaces
§6.Gaussian and Other Random Variables
ChapterⅠ.Introduction
§1.Examples of Stochastic Processes.Brownian Motion
§2.Local Properties of Brownian Paths
§3.Canonical Processes and Gaussian Processes
§4.Filtrations and Stopping Times
Notes and Comments
ChapterⅡ.Martingales
§1.Definitions, Maximal Inequalities and Applications
§2.Convergence and Regularization Theorems
§3.Optional Stopping Theorem
Notes and Comments
ChapterⅢ.Markov Processes
§1.Basic Definitions
§2.Feller Processes
§3.Strong Markov Property
§4.Summary of Results on Levy Processes
Notes and Comments
ChapterⅣ.Stochastic Integration
§1.Quadratic Variations
§2.Stochastic Integrals
§3.Itos Formula and First Applications
§4.Burkholder-Davis-Gundy Inequalities
§5.Predictable Processes
Notes and Comments
ChapterⅤ.Representation of Martingales
§1.Continuous Martingales as Time-changed Brownian Motions
§2.Conformal Martingales and Planar Brownian Motion
§3.Brownian Martingales
§4.Integral Representations
Notes and Comments
ChapterⅥ.Local Times
§1.Definition and First Properties
§2.The Local Time of Brownian Motion
§3.The Three-Dimensional Bessel Process
§4.First Order Calculus
§5.The Skorokhod Stopping Problem
Notes and Comments
ChapterⅦ.Generators and Time Reversal
§1.Infinitesimal Generators.
§2.Diffusions and Ito Processes
§3.Linear Continuous Markov Processes
§4.Time Reversal and Applications
Notes and Comments
ChapterⅧ.Girsanovs Theorem and First Applications
§1.Girsanovs Theorem
§2.Application of Girsanovs Theorem to the Study of WienersSpace
§3.Functionals and Transformations of Diffusion Processes
Notes and Comments
ChapterⅨ.Stochastic Differential Equations
§1.Formal Definitions and Uniqueness
§2.Existence and Uniqueness in the Case of LipschitzCoefficients
§3.The Case of Holder Coefficients in Dimension One
Notes and Comments
ChapterⅩ.Additive Functionals of Brownian Motion
§1.General Definitions
§2.Representation Theorem for Additive Functionals of LinearBrownian Motion
§3.Ergodic Theorems for Additive Functionals
§4.Asymptotic Results for the Planar Brownian Motion
Notes and Comments
ChapterⅪ.Bessel Processes and Ray-Knight Theorems
§1.Bessel Processes
§2.Ray-Knight Theorems
§3.Bessel Bridges
Notes and Comments
ChapterⅫ.Excursions
§1.Prerequisites on Poisson Point Processes
§2.The Excursion Process of Brownian Motion
§3.Excursions Straddling a Given Time
§4.Descriptions of Itos Measure and Applications
Notes and Comments
Chapter XIII.Limit Theorems in Distribution
§1.Convergence in Distribution
§2.Asymptotic Behavior of Additive Functionals of BrownianMotion
§3.Asymptotic Properties of Planar Brownian Motion
Notes and Comments
Appendix
§1.Gronwalls Lemma
§2.Distributions
§3.Convex Functions
§4.Hausdorff Measures and Dimension
§5.Ergodic Theory
§6.Probabilities on Function Spaces
§7.Bessel Functions
§8.Sturm-Liouville Equation
Bibliography
Index of Notation
Index of Terms
Catalogue
作者介绍
文摘
序言
连续鞅和布朗运动 第3版 9787506291934 电子书 下载 mobi epub pdf txt
电子书下载地址:
相关电子书推荐:
- 文件名
- (青少年“海洋梦”系列丛书)蓝色“妖姬”——海洋植物 “海洋梦”系列丛书编委会
- 把房子住成家:从空间到细节的家居设计灵感集
- 古代科学:史前:公元500年 9787535280169
- 家居装饰百变造型详解 玄关 过道 书房 休闲区 9787512360556
- 哺乳动物图鉴 9787553759425
- 香草生活,恋上有香气的日常
- 汉字树(2)
- 官方正版 读懂狗狗的心里话 养狗训狗教程 狗狗对话技巧与方法 适合宠物医生养狗主人
- 月亮:从神话诗歌到奇幻科学的人类探索史:a brief history 978755960
- 耕读传家万年历
- 啊哈,原来如此(原版加注) [美] 马丁·伽德纳
- 养花经验窍门大全 话说养花 书 花卉组合盆栽/花卉繁殖/花期调控与养护/花卉应用等经验窍门
- {RT}天人和谐:生态文明与绿色行动-郭耕 山东教育出版社 9787532891191
- 吉他入门经典教程(超炫图解版)(附光盘) 李国标
- 世界奇异档案记录