最 低 价：￥35.60
定 价：￥45.00
作 者：（美）爱卡拉察斯（Karatzas，I.），（美）施里夫（Shreve，S.E.） 著 著
出 版 社：世界图书出版公司
出版时间：2006-5-1
I S B N：9787506272933
| Preface Suggestions for the Reader Interdependence of the Chapters Frequently Used Notation CHAPTER 1 Martingales， Stopping Times， and Filtrations 1.1. Stochastic Processes and (y-Fields 1.2. Stopping Times 1.3. Continuous-Time Martingales 1.4. The Doob-Meyer Decomposition 1.5. Continuous， Square-Integrable Martingales 1.6. Solutions to Selected Problems 1.7. Notes CHAPTER 2 Brownian Motion 2.1. Introduction 2.2. First Construction of Brownian Motion 2.3. Second Construction of Brownian Motion 2.4. The Space C[0， ∞)， Weak Convergence， and Wiener Measure 2.5. The Markov Property 2.6. The Strong Markov Property and the Reflection Principle 2.7. Brownian Filtrations 2.8. Computations Based on Passage Times 2.9. The Brownian Sample Paths 2.10. Solutions to Selected Problems 2.11. Notes CHAPTER 3 Stochastic Integration 3.1 Introduction 3.2 Construction of the Stochastic Integral 3.3 The Change-of-Variable Formula 3.4 Representations of Continuous Martingales in Terms of Brownian Motion …… CHAPTER 4 Brownian Motion and Partial Differential Equations CHAPTER 5 Stochastic Differential Equations CHAPTER 6 P.Levy's Theory of Brownian Local Time Bibliography Index |
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