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Author: C. Dellacherie
Publisher: Elsevier
ISBN: 9780080871837
Category : Computers
Languages : en
Pages : 482
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Book Description
Probabilities and Potential, B
Author: C. Dellacherie
Publisher: Elsevier
ISBN: 9780080871837
Category : Computers
Languages : en
Pages : 482
Get Book Here
Book Description
Probabilities and Potential, B
Author: Claude Dellacherie
Publisher:
ISBN:
Category : Martingales (Mathematics)
Languages : en
Pages : 480
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Book Description
Author: Claude Dellacherie
Publisher: Elsevier Health Sciences
ISBN:
Category : Computers
Languages : en
Pages : 492
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Book Description
[A. No special title] -- B. Theory of martingales -- C. Potential theory for discrete and continuous semi groups.
Author: Claude Dellacherie
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Author: Claude Dellacherie
Publisher:
ISBN: 9780720407013
Category : Kernel functions
Languages : en
Pages : 416
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Book Description
Author: Paul André Meyer
Publisher:
ISBN:
Category : Martingales (Mathematics)
Languages : en
Pages : 294
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Book Description
Author: Robert Liptser
Publisher: Springer Science & Business Media
ISBN: 9400924380
Category : Mathematics
Languages : en
Pages : 806
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Book Description
One service mathematics has rc:ndered the 'Et moi, "', si j'avait su comment CD revenir, je n'y serais point alle. ' human race. It has put common SCIIJC back Jules Verne where it belongs. on the topmost shelf next to tbe dusty canister 1abdled 'discarded non- The series is divergent; tberefore we may be sense'. able to do sometbing witb it Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics ... '; 'One service logic has rendered com puter science ... '; 'One service category theory has rendered mathematics ... '. All arguably true_ And all statements obtainable this way form part of the raison d'etre of this series_ This series, Mathematics and Its ApplicatiOns, started in 1977. Now that over one hundred volumes have appeared it seems opportune to reexamine its scope_ At the time I wrote "Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the 'tree' of knowledge of mathematics and related fields does not grow only by putting forth new branches.
Author: David Williams
Publisher: Cambridge University Press
ISBN: 9780521406055
Category : Mathematics
Languages : en
Pages : 274
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Book Description
This is a masterly introduction to the modern, and rigorous, theory of probability. The author emphasises martingales and develops all the necessary measure theory.
Author: Laurent Mazliak
Publisher: Springer Nature
ISBN: 3031059883
Category : Mathematics
Languages : en
Pages : 419
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Book Description
Over the past eighty years, martingales have become central in the mathematics of randomness. They appear in the general theory of stochastic processes, in the algorithmic theory of randomness, and in some branches of mathematical statistics. Yet little has been written about the history of this evolution. This book explores some of the territory that the history of the concept of martingales has transformed. The historian of martingales faces an immense task. We can find traces of martingale thinking at the very beginning of probability theory, because this theory was related to gambling, and the evolution of a gambler’s holdings as a result of following a particular strategy can always be understood as a martingale. More recently, in the second half of the twentieth century, martingales became important in the theory of stochastic processes at the very same time that stochastic processes were becoming increasingly important in probability, statistics and more generally in various applied situations. Moreover, a history of martingales, like a history of any other branch of mathematics, must go far beyond an account of mathematical ideas and techniques. It must explore the context in which the evolution of ideas took place: the broader intellectual milieux of the actors, the networks that already existed or were created by the research, even the social and political conditions that favored or hampered the circulation and adoption of certain ideas. This books presents a stroll through this history, in part a guided tour, in part a random walk. First, historical studies on the period from 1920 to 1950 are presented, when martingales emerged as a distinct mathematical concept. Then insights on the period from 1950 into the 1980s are offered, when the concept showed its value in stochastic processes, mathematical statistics, algorithmic randomness and various applications.
Author: Richard Durrett
Publisher: CRC Press
ISBN: 1351413740
Category : Mathematics
Languages : en
Pages : 356
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Book Description
This compact yet thorough text zeros in on the parts of the theory that are particularly relevant to applications . It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case. The book concludes with a treatment of semigroups and generators, applying the theory of Harris chains to diffusions, and presenting a quick course in weak convergence of Markov chains to diffusions. The presentation is unparalleled in its clarity and simplicity. Whether your students are interested in probability, analysis, differential geometry or applications in operations research, physics, finance, or the many other areas to which the subject applies, you'll find that this text brings together the material you need to effectively and efficiently impart the practical background they need.
