Probability and its Applications概率及其应用.pdf

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1、ProbabilityanditsApplicationsPublishedinassociationwiththeAppliedProbabilityTrustEditors:S.Asmussen,J.Gani,P.Jagers,T.G.KurtzProbabilityanditsApplicationsAzencottetal.:SeriesofIrregularObservations.ForecastingandModelBuilding.1986Bass:DiffusionsandEll

2、ipticOperators.1997Bass:ProbabilisticTechniquesinAnalysis.1995Berglund/Gentz:Noise-InducedPhenomenainSlow-FastDynamicalSystems:ASample-PathsApproach.2006Biagini/Hu/Øksendal/Zhang:StochasticCalculusforFractionalBrownianMotionandApplications.2008Chen:Ei

3、genvalues,InequalitiesandErgodicTheory.2005Costa/Fragoso/Marques:Discrete-TimeMarkovJumpLinearSystems.2005Daley/Vere-Jones:AnIntroductiontotheTheoryofPointProcessesI:ElementaryTheoryandMethods.2nded.2003,corr.2ndprinting2005Daley/Vere-Jones:AnIntroduc

4、tiontotheTheoryofPointProcessesII:GeneralTheoryandStructure.2nded.2008delaPeña/Gine:Decoupling:FromDependencetoIndependence,RandomlyStoppedProcesses,U-StatisticsandProcesses,MartingalesandBeyond.1999delaPeña/Lai/Shao:Self-NormalizedProcesses.2009DelMo

5、ral:Feynman-KacFormulae.GenealogicalandInteractingParticleSystemswithApplications.2004Durrett:ProbabilityModelsforDNASequenceEvolution.2002,2nded.2008Ethier:TheDoctrineofChances.2010Feng:ThePoisson–DirichletDistributionandRelatedTopics.2010Galambos/Si

6、monelli:Bonferroni-TypeInequalitieswithEquations.1996Gani(ed.):TheCraftofProbabilisticModelling.ACollectionofPersonalAccounts.1986Gut:StoppedRandomWalks.LimitTheoremsandApplications.1987Guyon:RandomFieldsonaNetwork.Modeling,StatisticsandApplications.1

7、995Kallenberg:FoundationsofModernProbability.1997,2nded.2002Kallenberg:ProbabilisticSymmetriesandInvariancePrinciples.2005Last/Brandt:MarkedPointProcessesontheRealLine.1995Molchanov:TheoryofRandomSets.2005Nualart:TheMalliavinCalculusandRelatedTopics,1

8、995,2nded.2006Rachev/Rueschendorf:MassTransportationProblems.VolumeI:TheoryandVolumeII:Applications.1998Resnick:ExtremeValues,RegularVariationandPointProcesses.1987Schmidli:StochasticControlinInsurance.2008Schneider/Weil:StochasticandIntegralG