Diffusions, Markov Processes, and Martingales
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ISBN-13:
9780521775946
Veröffentl:
2014
Einband:
Paperback
Erscheinungsdatum:
05.09.2014
Seiten:
410
Autor:
L. C. G. Rogers
Gewicht:
591 g
Format:
229x152x23 mm
Sprache:
Englisch
Beschreibung:
Now available in paperback for the first time; essential reading for all students of probability theory.
Some frequently used notation; 1. Brownian motion; Part I. Introduction: 2. Basics about Brownian motion; 3. Brownian motion in higher dimensions; 4. Gaussian processes and Lévy processes; Part II. Some Classical Theory: 5. Basic measure theory; 6. Basic probability theory; 7. Stochastic processes; 8. Discrete-parameter martingale theory; 9. Continuous-parameter martingale theory; 10. Probability measure on Lusin spaces; Part III. Markov Processes: 11. Transition functions and resolvents; 12. Feller¿Dynkin processes; 13. Additive functionals; 14. Approach to ray processes: the Martin boundary; 15. Ray processes; 16. Applications; References; Index.
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