| 查看: 252 | 回复: 2 | ||
| 【奖励】 本帖被评价1次，作者zhaokelun1975增加金币 1 个 | ||
| 当前主题已经存档。 | ||
[资源]
eBook:Foundations of Modern Probability
|
||
|
eBook:Foundations of Modern Probability ★ bird007(金币+1):3q Olav Kallenberg Foundations of Modern Probability Springer | ISBN 0387949577 | 1997 | 523 pages | PDF | 2.5 MB This book is unique for its broad and yet comprehensive coverage of modern probability theory, ranging from first principles and standard textbook material to more advanced topics. In spite of the economical exposition, careful proofs are provided for all main results. After a detailed discussion of classical limit theorems, martingales, Markov chains, random walks, and stationary processes, the author moves on to a modern treatment of Brownian motion, L vy processes, weak convergence, It calculus, Feller processes, and SDEs. The more advanced parts include material on local time, excursions, and additive functionals, diffusion processes, PDEs and potential theory, predictable processes, and general semimartingales. Though primarily intended as a general reference for researchers and graduate students in probability theory and related areas of analysis, the book is also suitable as a text for graduate and seminar courses on all levels, from elementary to advanced.! Numerous easy to more challenging exercises are provided, especially for the early chapters. Olav Kallenberg was educated in Sweden, where he received his Ph.D. in 1972 from Chalmers University. After teaching for many years at Swedish universities, he moved in 1985 to the U.S., where he is currently a Professor of Mathematics at Auburn University. He is known for his book "Random Measures" (4th edition, 1986) and for numerous research papers in all areas of probability. In 1977, he was the second recipient ever of the prestigious Rollo Davidson Prize from Cambridge University. In 1991-94, he served as the Editor-in-Chief of "Probability Theory and Related Fields," where he has been a member of the editorial board since 1976. [ Last edited by fenghbu on 2007-4-6 at 16:58 ] |
回复此楼» 猜你喜欢
售SCI一区T0P文章，我:8.O.55.1.O.5.4,科目全,可+急
已经有3人回复
-
售一区SCI文章T0P，我:8O.551.O54,科目全,可十急
已经有3人回复
-
售SCI一区T0P文章，我:8.O.55.1.O54,科目全,可伽急
已经有3人回复
-
售SCI文章，我:8O5.5.1.O.54,科目齐全,可+急
已经有3人回复
-
售SCI-T0P文章，我:8O.5.5.1.O.54,科目齐全,可+急
已经有3人回复
-
售SCI文章，我:8O.5.5.1O.54,科目全,可十急
已经有3人回复
-
售SCI文章，我:8O5.5.1.O.54,科目齐全,可+急
已经有3人回复
-
售SCI一区T0P文章，我:8.O.55.1.O.5.4,科目全,可+急
已经有4人回复
-
售SCI一区T0P文章，我:8.O.55.1.O.5.4,科目全,可+急
已经有4人回复
-
售SCI-T0P文章，我:8O.5.5.1.O.54,科目齐全,可+急
已经有3人回复
3楼2007-03-08 09:41:41
简单回复
photonic2楼
2007-02-01 01:26
回复
10