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diffusions, markov processes, and martingales; volume 1 ; foundations

By: Language: English Series: wiley series in probability and mathematical statistics | probability and mathematical statistics | bradley, ralph a. (ed.) | hunter, j. stuart (ed.) | kendall, david g. (ed.) | et alPublication details: chichester, new york, brisbane : john wiley and sons 1979Edition: 1. edDescription: xiii, 237 ppISBN:
  • 0-471-99705-6
Subject(s): DDC classification:
  • 519 probabilities and applied mathematics
Contents:
from the table of contents: introduction to brownian motion: wiener measure; narrow convergence; brownian motion; some classical theory: basic measure theory; classical martingale theory; applications; regular conditional probabilities; markov processes: transition functions and resolvents; feller transition functions; feller-dynkin processes; additive functionals; ray processes; applications;
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Loanable Institute for Advanced Studies (IHS) Book 9417-A/I Available IHS102740501

from the table of contents: introduction to brownian motion: wiener measure; narrow convergence; brownian motion; some classical theory: basic measure theory; classical martingale theory; applications; regular conditional probabilities; markov processes: transition functions and resolvents; feller transition functions; feller-dynkin processes; additive functionals; ray processes; applications;

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