Probabilities And Potential B Theory Of Martingales
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Probabilities And Potential B
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Author : C. Dellacherie
language : en
Publisher: Elsevier
Release Date : 2011-08-18
Probabilities And Potential B written by C. Dellacherie and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-08-18 with Computers categories.
Probabilities and Potential, B
Probabilities And Potential B Theory Of Martingales
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Author : Claude Dellacherie
language : en
Publisher:
Release Date : 1982
Probabilities And Potential B Theory Of Martingales written by Claude Dellacherie and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1982 with Martingales (Mathematics) categories.
A User S Guide To Measure Theoretic Probability
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Author : David Pollard
language : en
Publisher: Cambridge University Press
Release Date : 2002
A User S Guide To Measure Theoretic Probability written by David Pollard and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Mathematics categories.
This book grew from a one-semester course offered for many years to a mixed audience of graduate and undergraduate students who have not had the luxury of taking a course in measure theory. The core of the book covers the basic topics of independence, conditioning, martingales, convergence in distribution, and Fourier transforms. In addition there are numerous sections treating topics traditionally thought of as more advanced, such as coupling and the KMT strong approximation, option pricing via the equivalent martingale measure, and the isoperimetric inequality for Gaussian processes. The book is not just a presentation of mathematical theory, but is also a discussion of why that theory takes its current form. It will be a secure starting point for anyone who needs to invoke rigorous probabilistic arguments and understand what they mean.
Martingales And Markov Chains
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Author : Paolo Baldi
language : en
Publisher: CRC Press
Release Date : 2002-04-26
Martingales And Markov Chains written by Paolo Baldi and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-04-26 with Mathematics categories.
A thorough grounding in Markov chains and martingales is essential in dealing with many problems in applied probability, and is a gateway to the more complex situations encountered in the study of stochastic processes. Exercises are a fundamental and valuable training tool that deepen students' understanding of theoretical principles and prepare th
Probability Theory
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Author : Vivek S. Borkar
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Probability Theory written by Vivek S. Borkar and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
This book presents a selection of topics from probability theory. Essentially, the topics chosen are those that are likely to be the most useful to someone planning to pursue research in the modern theory of stochastic processes. The prospective reader is assumed to have good mathematical maturity. In particular, he should have prior exposure to basic probability theory at the level of, say, K.L. Chung's 'Elementary probability theory with stochastic processes' (Springer-Verlag, 1974) and real and functional analysis at the level of Royden's 'Real analysis' (Macmillan, 1968). The first chapter is a rapid overview of the basics. Each subsequent chapter deals with a separate topic in detail. There is clearly some selection involved and therefore many omissions, but that cannot be helped in a book of this size. The style is deliberately terse to enforce active learning. Thus several tidbits of deduction are left to the reader as labelled exercises in the main text of each chapter. In addition, there are supplementary exercises at the end. In the preface to his classic text on probability ('Probability', Addison Wesley, 1968), Leo Breiman speaks of the right and left hands of probability.
Probability For Analysts
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Author : Karl Stromberg
language : en
Publisher: Routledge
Release Date : 2022-02-27
Probability For Analysts written by Karl Stromberg and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-02-27 with Mathematics categories.
This book will enable researchers and students of analysis to more easily understand research papers in which probabilistic methods are used to prove theorems of analysis, many of which have no other known proofs. The book assumes a course in measure and integration theory but requires little or no background in probability theory. It emplhasizes topics of interest to analysts, including random series, martingales and Brownian motion.
Hardy Martingales
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Author : Paul F. X. Müller
language : en
Publisher: Cambridge University Press
Release Date : 2022-07-14
Hardy Martingales written by Paul F. X. Müller and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-07-14 with Mathematics categories.
This book presents the probabilistic methods around Hardy martingales for applications to complex, harmonic, and functional analysis.
Probability
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Author : Davar Khoshnevisan
language : en
Publisher: American Mathematical Soc.
Release Date : 2007
Probability written by Davar Khoshnevisan and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Mathematics categories.
This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long course at a more leisurely pace. Khoshnevisan's approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by interesting non-standard ones. The topics range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus. Throughout, the reader will find many exciting applications of probability theory and probabilistic reasoning. There are numerous exercises, ranging from the routine to the very difficult. Each chapter concludes with historical notes.
Martingales In Banach Spaces
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Author : Gilles Pisier
language : en
Publisher: Cambridge University Press
Release Date : 2016-06-06
Martingales In Banach Spaces written by Gilles Pisier and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-06-06 with Mathematics categories.
This book focuses on applications of martingales to the geometry of Banach spaces, and is accessible to graduate students.
The Splendors And Miseries Of Martingales
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Author : Laurent Mazliak
language : en
Publisher: Springer Nature
Release Date : 2022-10-17
The Splendors And Miseries Of Martingales written by Laurent Mazliak and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-10-17 with Mathematics categories.
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.