| 《随机分析基础(英文版)》是由世界图书出版公司出版的。 |
| Reader Guidelines 1 Preliminaries 1.1 Basic Concepts fl'om Probability Theory 1.1.1 Random Variables 1.1.2 Random Vectors 1.1.3 Independence and Dependence 1.2 Stochastic Processes 1.3 Brownian Motion 1.3.1 Defining Properties 1.3.2 Processes Derived from Brownian Motion 1.3.3 Simulation of Brownian Sample Paths 1.4 Conditional Expectation 1.4.1 Conditional Expectation under Discrete Condition 1.4.2 About a-Fields 1.4.3 The General Conditional Expectation 1.4.4 Rules for the Calculation of Conditional Expectations 1.4.5 The Projection Property of Conditional Expectations 1.5 Martingales 1.5.1 Defining Properties 1.5.2 Examples 1.5.3& |
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