Foundations

著者

• Rogers, L. C. G.
• Williams, D. (David)

書誌事項

Foundations

L.C.G. Rogers and David Williams

（Wiley series in probability and mathematical statistics, . Probability and mathematical statistics . Diffusions, Markov processes, and martingales ; v. 1）

Wiley, c1994

2nd ed

注記

Bibliography: p. [351]-373

Includes index

内容説明・目次

内容説明

This updated introduction to the field has been completely revised to include the latest research on probability. The textbook has also been restructured to improve its logical progression and ease of use.

目次

• Brownian Motion
• Introduction
• Basics About Brownian Motion
• Brownian Motion in Higher Dimensions
• Gaussian Processes and Levy Processes
• Some Classical Theory
• Basic Measure Theory
• Basic Probability Theory
• Stochastic Processes
• Discrete-Parameter Martingale Theory
• Continuous-Parameter Supermartingales
• Probability Measure on Lusin Spaces
• Markov Processes
• Transition Functions and Semigroups
• Feller-Dynkin Processes
• Additive Functionals
• Approach to Ray Processes: The Martin Boundary
• Ray Processes
• Applications.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA24014488
• ISBN:
  • 0471950610
• LCCN: 94028241
• 出版国コード: uk
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Chichester ; New York
• ページ数/冊数: xx, 386 p.
• 大きさ: 24 cm
• 分類:
  • NDC9 : 417.1
  • LCC : QA274.7
  • DC : 519.2/33
• 件名:
  • LCSH : Markov processes
  • LCSH : Diffusion processes
  • LCSH : Martingales (Mathematics)
• 親書誌ID:
  • BA00019013