| 書目名稱 | Probability and Stochastics | | 編輯 | Erhan ?inlar | | 視頻video | http://file.papertrans.cn/757/756945/756945.mp4 | | 概述 | Exercises are plentiful and of high quality.Explanations and writing are unusually clear.Author provides a nice balance of theory and applications.Includes supplementary material: | | 叢書名稱 | Graduate Texts in Mathematics | | 圖書封面 |  | | 描述 | .This text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stochastic processes, but with some attention to the applications. In many instances the gist of the problem is introduced in practical, everyday language and then is made precise in mathematical form..?.The first four chapters are on probability theory: measure and integration, probability spaces, conditional expectations, and the classical limit theorems. There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes..Special attention is paid to Poisson random measures and their roles in regulating the excursions of Brownian motion and the jumps of Levy and Markov processes. Each chapter has a large number of varied examples and exercises.? .?.The book?is based on the author’s lecture notes in courses offered over the years at Princeton University. These courses attracted graduate students from engineering, economics, physics, computer sciences, and mathematics..?.Erhan Cinlar has received many awards for excellence in teaching, including the President’s Award for Distingu | | 出版日期 | Textbook 2011 | | 關(guān)鍵詞 | Bessel processes; Brownian motion; Levy processes; Poisson processes; stochastic processes | | 版次 | 1 | | doi | https://doi.org/10.1007/978-0-387-87859-1 | | isbn_softcover | 978-1-4614-2812-1 | | isbn_ebook | 978-0-387-87859-1Series ISSN 0072-5285 Series E-ISSN 2197-5612 | | issn_series | 0072-5285 | | copyright | Springer Science+Business Media, LLC 2011 |
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