成功加入购物车
[美] 钟开来 著 / 世界图书出版公司 / 2013-10 / 平装
售价 ¥ 35.75
日常价 ¥55.00
品相 全新
优惠 满包邮
延迟发货说明
上书时间2023-09-22
卖家超过10天未登录
经典数学教材(影印版):马尔科夫过程、布朗运动和时间对称(第2版)
Thisbookconsistsoftwoparts,tobecalledPartIandPartn.PartI,Chapterslthrough5,isessentiallyaneweditionofKaiLaiChung'sLec-turesfromMarkovProcessestoBrownianMotion(1982).Hehascorrectedanumberofmisprintsintheoriginaledition,andhasinsertedafewreferencesandremarks,ofwhichhesays,"Thelattermustberegardedasrandomlyselectedsincetwenty-someyearsisalongtimetoretracesteps..."ThispartintroducesstrongMarkovprocessesandtheirpotentialtheory.Inparticular,itstudiesBrownianmotion,andshowshowitgeneratesclassicalpotentialtheory.
Chapter1MarkovPtocess1.1.MarkovProperty1.2.TransitionFunction1.3.OptionalTimes1.4.MartingaleTheorems1.5.ProgressiveMeasurabilityandtheSectionTheoremExercisesNotesonChapterIChapter2BasicProperties2.1.MartingaleConnection2.2.FellerProcessExercises2.3.StrongMarkovPropertyandRightContinuityofFieldsExercises2.4.ModerateMarkovPropertyandQuasiLeftContinuityExercisesNotesonChapter2Chapter3HuntProcess3.1.DefiningPropertiesExercises3.2.AnalysisofExcessiveFunctionsExercises3.3.HittingTimes3.4.BalayageandFundamentalStructureExercises3.5.FinePropertiesExercises3.6.DecreasingLimitsExercises3.7.RecurrenceandTransienceExercises3.8.Hypothesis(B)ExerasesNotesonChapter3Chapter4BrownianMotion4.1.SpatialHomogeneityExercises4.2.PreliminaryPropertiesofBrownianMotionExercises4.3.HarmonicFunctionExerases4.4.DirichletProblemExercises4.5.SuperharmonicFunctionandSupermartingaleExerases4.6.TheRoleoftheLaplacianExercises4.7.TheFeynman-KacFunctionalandtheSchrodingerEquationExe工asesNotesonChapter4Chapter5PotentialDevelopments5.1QuittingTimeandEquilibriumMeasureExercises5.2.SomePrinciplesofPotentialTheoryExerasesNotesonChapter5Chapter6Generalities6.1EssentialLimits6.2PenetrationTimes6.3GeneralTheoryExercisesNotesonChapter6Chapter7MarkovChains:aFiresideChat7.1BasicExamplesNotesonChapter7Chapter8RayProcesses8.1RayResolventsandSemigroups8.2BranchingPointsChapter9ApplicationtoMarkovChains……Chapter10TimeReversalChapter11h-TransformsChapter12DeathandTransfiguration:AFiresideChatChapter13ProcessesinDualityChapter14TheMartinBoundaryChapter15TheBasisofDuality:AFiresideChatBibliographyIndex
展开全部
配送说明
...
相似商品
为你推荐
开播时间:09月02日 10:30