Now available in paperback, this celebrated book has been prepared with readers' needs in mind, remaining a systematic treatment of the subject whilst retaining its vitality. Together with its companion volume, it helps equip graduate students for research into a subject of great intrinsic interest and wide application.
Now available in paperback, this celebrated book has been prepared with readers' needs in mind, remaining a systematic treatment of the subject whilst retaining its vitality. Together with its companion volume, it helps equip graduate students for research into a subject of great intrinsic interest and wide application.
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.
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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