確率と確率過程
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確率と確率過程
（岩波講座応用数学 / 甘利俊一 [ほか] 編集, . 基礎||キソ ; 13）
岩波書店, 1993.5
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カクリツ ト カクリツ カテイ
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参考書: p89
Description and Table of Contents
Table of Contents
- 代数幾何（射影空間と射影多様体；代数曲線論）
- 確率と確率過程（確率論の基礎的事項；確率変数の収束と独立確率変数の和；離散時間のマルチンゲールとＭａｒｋｏｖ過程；確率積分と連続マルチンゲール；Ｂｒｏｗｎ運動と偏微分方程式；確率微分方程式）
- 数値計算の基礎（数値表現と丸め誤差；関数近似；補間；加速；数値微分；数値積分；非線形方程式；代数方程式；高速Ｆｏｕｒｉｅｒ変換；区間解析と精度保証）
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