書馨卡幫你省薪 2024個人購書報告 2024中圖網(wǎng)年度報告
歡迎光臨中圖網(wǎng) 請 | 注冊

隨機過程用的極限定理-第2版

出版社：世界圖書出版公司出版時間：2013-10-01
開本： 24開 頁數(shù)： 660
本類榜單：自然科學銷量榜
中 圖 價:¥76.5(8.6折) 定價  ¥89.0 登錄后可看到會員價
加入購物車 收藏
運費6元，滿39元免運費
?新疆、西藏除外
本類五星書更多>
買過本商品的人還買了

隨機過程用的極限定理-第2版 版權(quán)信息

隨機過程用的極限定理-第2版 本書特色

杰克德編著的《隨機過程用的極限定理（第2版）》的**版成為學習隨機過程函數(shù)收斂的**讀物，這部科學巨著終于出第2版了，仍然延續(xù)了第1版的風格，但增加了不少新的知識，在厚度上的增加了將近50面。第1版面世后，可預(yù)測的一致胎緊性有了很大的進展，所以書中也做了全面的更新。本書仍然是學習隨機過程的一本不可或缺的參考書。目次：隨機過程一般概念；半鞅和獨立增量過程的特征；鞅問題和測量改變；Hellinger過程、絕對連續(xù)和測度奇異性；絕對連續(xù)和奇異的可預(yù)測準則；近鄰性、完全獨立和變分收斂；Skorokhod拓撲和過程收斂；具有獨立增量的過。

隨機過程用的極限定理-第2版 內(nèi)容簡介

《隨機過程用的極限定理(第2版)(英文)》講述Apart from correcting a number of printing mistakes,and some mathematical inaccuracies as well,this second edition contains some new material: indeed,during the fifteen years elapsed since the first edition came out,a large number of new results concerning limit theorems have of course been proved by many authors,and more generally mathematical life has been going on.This gave us the feeling that some of the material in the first edition was perhaps not as important as we thought at the time,while there were some neglected topics which have in fact proved to be very useful in various applications.So perhaps a totally new book would have been a good thing to write.Our natural laziness prevented us to do that,but we have felt compelled to fill in the most evident holes in this book.This has been done in the most painless way for us,and also for the reader acquainted with the first edition （at least we hope so ...）.That is all new material has been added at the end of preexisting chapters.

隨機過程用的極限定理-第2版 目錄


chapter i. the general theory of stochastic processes,
semimartingales and stochastic integrals
1. stochastic basis, stopping times, optionala-field,martingales
　1a. stochastic basis
　lb. stopping times
　lc. the optional a-field
　ld. the localization procedure
　1e. martingales
　1f. the discrete case
2. predictable a-field, predictable times
　2a. the predictable a-field
　2b. predictable times
　2c. totally inaccessible stopping times
　2d. predictable projection
　2e. the discrete case
3. increasing processes　
　3a. basic properties
　3b. do, b-meyer decomposition and compensatorsof increasingprocesses
　3c. lenglart domination property
　3d. the discrete case
4. semimartingales and stochastic integrals
　4a. locally square-integrable martingales
　4b. decompositions of a local martingale
　4c. semimartingales
　4d. construction of the stochastic integral
　4e. quadratic variation ofa semimartingale and ito's formula
　4f. dol6ans-dade exponential formula
　4g. the discrete case
chapter ii. characteristics of semimartingales and processes　withindependent increments
1. random measures
　1a. general random measures
　lb. integer-valued random measures
　1c. a fundamental example: poisson measures
　1d. stochastic integral with respect to a random measure
2. characteristics of semimartingales
　2a. definition of the characteristics
　2b. integrability and characteristics
　2c. a canonical representation for semimartingales
　2d. characteristics and exponential formula
3. some examples
　3a. the discrete case
　3b. more on the discrete case
　3c. the "one-point" point process and empirical processes
4. semimartingales with independent increments
　4a. wiener processes
　4b. poisson processes and poisson random measures
　4c. processes with independent increments andsemimartingales
　4d. gaussian martingales
5. processes with independent increments
　which are not semimartingales
　5a. the results
　5b. the proofs
6. processes with conditionally independent increments
7. progressive conditional continuous piis
8. semimartingales, stochastic exponential and stochasticlogarithm.
　8a. more about stochastic exponential and stochasticlogarithm.
　8b. multiplicative decompositions andexponentially　special　semimartingales
chapter iii. martingale problems and changes of measures
1. martingale problems and point processes
　1a. general martingale problems
　1b. martingale problems and random measures
　1c. point processes and multivariate point processes
……
展開全部

隨機過程用的極限定理-第2版 作者簡介

Jean Jacod, Albert N. Shiryaev是國際知名學者，在數(shù)學和物理學界享有盛譽。本書凝聚了作者多年科研和教學成果，適用于科研工作者、高校教師和研究生。

商品評論(0條)
暫無評論……
書友推薦
編輯推薦
返回頂部
中圖網(wǎng)
在線客服