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隨機過程用的極限定理-第2版 版權信息
- ISBN：9787510061387
- 條形碼：9787510061387 ; 978-7-5100-6138-7
- 裝幀：一般膠版紙
- 冊數：暫無
- 重量：暫無
- 所屬分類：>>
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收斂的**讀物，這部科學巨著終于出第2版了，仍然延續了第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、絕對連續和測度奇異性；絕對連續和奇異的可預測準則；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
……
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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。
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