Foundations of Modern Probability
Springer-Verlag New York Inc.
978-0-387-94957-4 (ISBN)
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Elements of measure theory; processes, distributions, and independence; random sequences, series, and sums; characteristic functions and classical limit theorems; conditioning and disintegration; Martingales and optional times; Markov property and discrete time chains; random walk and renewal theory; stationarity and ergodic theory; Poisson and pure jump type Markov processes; Gaussian processes and Brownian motion; Skorohod embedding and invariance principles; independent increment processes and null-arrays; convergence of random processes, measures, and sets; stochastic integrals and quadratic variation; continuous martingales and Brownian motion; Feller processes and semigroups; SDEs 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 stochastic integration.
| Erscheint lt. Verlag | 31.12.2002 |
|---|---|
| Reihe/Serie | Probability and Its Applications |
| Zusatzinfo | appendices |
| Verlagsort | New York, NY |
| Sprache | englisch |
| Einbandart | gebunden |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik |
| ISBN-10 | 0-387-94957-7 / 0387949577 |
| ISBN-13 | 978-0-387-94957-4 / 9780387949574 |
| Zustand | Neuware |
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