具體描述
Annals of mathematics studies; no. 117
1. Martingales. 2. Stochastic processes. 3. Probabilities.
著者簡介
Edward Nelson is Professor of Mathematics at Princeton University
圖書目錄
Preface
Acknowledgments
1. Random variables
2. Algebras of random variables
3. Stochastic processes
4. External concepts
5. Infinitesimals
6. External analogues of internal notions
7. Properties that hold almost everywhere
8. L1 random variables
9. The decomposition of a stochastic process
10. The total variation of a process
11. Convergence of martingales
12. Fluctuations of martingales
13. Discontinuities of martingales
14. The Lindeberg condition
15. The maximum of a martingale
16. The law of large numbers
17. Nearly equivalent stochastic processes
18. The de Moivre-Laplace-Lindeberg-Feller-Wiener-Levy-Doob-Erdos-Kac-Donsker-Proknorov theorem
Appendix
Index
· · · · · · (收起)
Acknowledgments
1. Random variables
2. Algebras of random variables
3. Stochastic processes
4. External concepts
5. Infinitesimals
6. External analogues of internal notions
7. Properties that hold almost everywhere
8. L1 random variables
9. The decomposition of a stochastic process
10. The total variation of a process
11. Convergence of martingales
12. Fluctuations of martingales
13. Discontinuities of martingales
14. The Lindeberg condition
15. The maximum of a martingale
16. The law of large numbers
17. Nearly equivalent stochastic processes
18. The de Moivre-Laplace-Lindeberg-Feller-Wiener-Levy-Doob-Erdos-Kac-Donsker-Proknorov theorem
Appendix
Index
· · · · · · (收起)
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