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概率和随机 英文影印版【2025|PDF|Epub|mobi|kindle电子书版本百度云盘下载】

概率和随机 英文影印版
  • (美)辛拉(Erhan Cinlar)著 著
  • 出版社: 世界图书出版公司北京公司
  • ISBN:7510086298
  • 出版时间:2015
  • 标注页数:557页
  • 文件大小:79MB
  • 文件页数:570页
  • 主题词:

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图书目录

Ⅰ Measure and Integration1

1 Measurable Spaces1

2 Measurable Functions6

3 Measures14

4 Integration19

5 Transforms and Indefinite Integrals29

6 Kernels and Product Spaces37

Ⅱ Probability Spaces49

1 Probability Spaces and Random Variables50

2 Expectations57

3 Lp-spaces and Uniform Integrability70

4 Information and Determinability75

5 Independence82

Ⅲ Convergence93

1 Convergence of Real Sequences93

2 Almost Sure Convergence97

3 Convergence in Probability101

4 Convergence in Lp105

5 Weak Convergence109

6 Laws of Large Numbers118

7 Convergence of Series124

8 Central Limits127

Ⅳ Conditioning139

1 Conditional Expectations139

2 Conditional Probabilities and Distributions149

3 Conditional Independence158

4 Construction of Probability Spaces160

5 Special Constructions166

Ⅴ Martingales and Stochastics171

1 Filtrations and Stopping Times171

2 Martingales181

3 Martingale Transformations and Maxima190

4 Martingale Convergence199

5 Martingales in Continuous Time213

6 Martingale Characterizations for Wiener and Poisson225

7 Standard Filtrations and Modifications of Martingales234

Ⅵ Poisson Random Measures243

1 Random Measures243

2 Poisson Random Measures248

3 Transformations263

4 Additive Random Measures and Lévy Processes277

5 Poisson Processes290

6 Poisson Integrals and Self-exciting Processes298

Ⅶ Lévy Processes313

1 Introduction313

2 Stable Processes329

3 Lévy Processes on Standard Settings340

4 Characterizations for Wiener and Poisson349

5 It?-Lévy Decomposition354

6 Subordination360

7 Increasing Lévy Processes368

Ⅷ Brownian Motion379

1 Introduction379

2 Hitting Times and Recurrence Times389

3 Hitting Times and Running Maximum396

4 Wiener and its Maximum399

5 Zeros,Local Times408

6 Excursions413

7 Path Properties426

8 Existence437

Ⅸ Markov Processes443

1 Markov Property444

2 It? Diffusions455

3 Jump-Diffusions473

4 Markov Systems498

5 Hunt Processes505

6 Potentials and Excessive Functions518

7 Appendix:Stochastic Integration525

Notes and Comments533

Bibliography541

Index551

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