布朗运动和随机计算（第2版） 下载 mobi epub pdf 电子书 2025

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　　《布朗运动和随机计算》(第2版)初版于1988年，1991年出第2版，之后Springer已重印8次，《布朗运动和随机计算》(第2版)是2005年的第8次重印版。

内容简介

　　本书是Springer《数学研究生丛书》之113卷，是国内外公认的金融数学经典教材，各章有习题详解。本书初版于1988年，1991年出第2版，之后Springer已重印8次,本书是2005年的第8次重印版。

目录

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.Levys Theory of Brownian Local Time
Bibliography
Index

前言/序言

　　Two of the most fundamental concepts in the theory of stochastic processes are the Markov property and the martingale property.* This book is written for readers who are acquainted with both of these ideas in the discrete-time setting， and who now wish to explore stochastic processes in their continuoustime context. It has been our goal to write a systematic and thorough exposition of this subject， leading in many instances to the frontiers of knowledge.At the same time， we have endeavored to keep the mathematical prerequisites as low as pos..

布朗运动和随机计算（第2版） 下载 mobi epub pdf txt 电子书 格式

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在维纳之后，S·埃克斯纳也测定了微粒的移动速度。他提出布朗运动是由于微观范围的流动造成的，他没有说明这种流动的根源，但他看到在加热和光照使液体粘度降低时，微粒的运动加剧了。就这样，维纳和S·埃克斯纳都把布朗运动归结为物系自身的性质。这一时期还有康托尼，他试图在热力理论的基础上解释布朗运动，认为微粒可以看成是巨大分子，它们与液体介质处于热平衡，它们与液体的相对运动起源于渗透作用和它们与周围液体之间的相互作用。

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还好有影印版，不然得贵死啊

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本书是随机分析领域最难也最经典的基本教材之一，如果能够啃下来对以后的科研必定大有裨益！

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很好！

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nice

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印刷质量一般

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可以。。。。

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很好。时间很快

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Two of the most fundamental concepts in the theory of stochastic processes are the Markov property and the martingale property.* This book is written for readers who are acquainted with both of these ideas in the discrete-time setting， and who now wish to explore stochastic processes in their continuoustime context. It has been our goal to write a systematic and thorough exposition of this subject， leading in many instances to the frontiers of knowledge.At the same time， we have endeavored to keep the mathematical prerequisites as low as pos..

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