资源描述：
《ProbabilityandStochastics概率与随机.pdf》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。
1、E.ÇınlarProbabilityandStochasticsSeries:GraduateTextsinMathematics,Vol.261▶Includeshighqualityexercises▶Writtenwithclearexplanations▶ProvidesanicebalanceoftheoryandapplicationsThistextisanintroductiontothemoderntheoryandapplicationsofprobabilityandstochastics.Thestyleandcoverageisgear
2、edtowardsthetheoryofstochasticprocesses,butwithsomeattentiontotheapplications.Inmanyinstancesthegistoftheproblemisintroducedinpractical,everydaylanguageandthenismadepreciseinmathematicalform.Thefirstfourchaptersareonprobabilitytheory:measureandintegration,probability2011,XIV,558p.spac
3、es,conditionalexpectations,andtheclassicallimittheorems.Therefollowschaptersonmartingales,Poissonrandommeasures,LevyProcesses,Brownianmotion,andMarkovProcesses.PrintedbookSpecialattentionispaidtoPoissonrandommeasuresandtheirrolesinregulatingtheHardcoverexcursionsofBrownianmotionandthe
4、jumpsofLevyandMarkovprocesses.EachchapterISBN978-0-387-87858-4hasalargenumberofvariedexamplesandexercises. ▶59,95 €
5、£53.99▶*64,15 € (D)
6、65,95 € (A)
7、CHF 86.08Thebook isbasedontheauthor’slecturenotesincoursesofferedovertheyearsatPrincetonUniversity.Thesecoursesattractedgraduatestudentsf
8、romengineering,economics,physics,computersciences,andmathematics.ErhanÇinlarhasreceivedmanyawardsforexcellenceinteaching,includingthePresident’sAwardforDistinguishedTeachingatPrincetonUniversity.HisresearchinterestsincludetheoriesofMarkovprocesses,pointprocesses,stochasticcalculus,and
9、stochasticflows.Thebookisfullofinsightsandobservationsthatonlyalifetimeresearcherinprobabilitycanhave,alltoldinalucidyetprecisestyle.Thefirst€priceandthe£and$pricearenetprices,subjecttolocalVAT.Pricesindicatedwith*includeVATforbooks;the€(D)includes7%forGermany,the€(A)includes10%forAus
10、tria.Pricesindicatedwith**includeVATforelectronicproducts;19%forGermany,20%forAustria.Allpricesexclusiveofcarriagecharges.Pricesandotherdetailsaresubjecttochangewithoutnotice.Allerrorsandomissionsexcepted.
