現(xiàn)代概率論基礎(chǔ)(第2版影印版)(精)/國外數(shù)學名著系列
定 價：98 元
叢書名：國外數(shù)學名著系列
- 作者：（美）卡倫伯格（Kallenberg，O.）著
- 出版時間：2007/1/1
- ISBN：9787030166722
- 出 版 社：科學出版社
- 中圖法分類：F241
- 頁碼：
- 紙張：膠版紙
- 版次：
- 開本：16開
要使我國的數(shù)學事業(yè)更好地發(fā)展起來，需要數(shù)學家淡泊名利并付出更艱苦地努力。另一方面，我們也要從客觀上為數(shù)學家創(chuàng)造更有發(fā)展數(shù)學事業(yè)的外部環(huán)境，這主要是加強對數(shù)學事業(yè)的支持與投資力度，使數(shù)學家有較好的工作與生活條件，其中了包括改善與加強數(shù)學的出版工作。
修訂版增加了四章，并對原版內(nèi)容作了大量修改。
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權(quán)威性的專著。修訂版增加了四章，并對原版內(nèi)容作了大量修改。
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 Random 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
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
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