Foundations of Modern Probability
Springer-Verlag New York Inc.
978-1-4419-2949-5 (ISBN)
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* Measure Theory-Basic Notions * Measure Theory-Key Results * 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 *
Special Notions of Symmetry and Invariance * 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 * Ergodic Properties of Markov Processes * Stochastic Differential Equations and Martingale Problems * Local Time, Excursions, and Additive Functionals * One-Dimensional SDEs and Diffusions * Connections with PDEs and Potential Theory * Predictability, Compensation, and Excessive Functions * Semimartingales and General Stochastic Integration * Large Deviations * Appendix 1: Advanced Measure Theory * Appendix 2: Some Special Spaces * Historical and Bibliographical Notes * Bibliography * Indices
Erscheint lt. Verlag | 1.12.2010 |
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Reihe/Serie | Probability and Its Applications |
Zusatzinfo | XX, 638 p. |
Verlagsort | New York, NY |
Sprache | englisch |
Maße | 155 x 235 mm |
Gewicht | 2010 g |
Themenwelt | Mathematik / Informatik ► Mathematik ► Angewandte Mathematik |
Mathematik / Informatik ► Mathematik ► Geometrie / Topologie | |
Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
ISBN-10 | 1-4419-2949-5 / 1441929495 |
ISBN-13 | 978-1-4419-2949-5 / 9781441929495 |
Zustand | Neuware |
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