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发信人: llhhxht (绿林好汉--还是先混个脸儿熟吧), 信区: Math
标  题: 参考书目:18.概率(zz)(from pku)
发信站: 哈工大紫丁香 (Mon Dec 16 19:37:37 2002) , 转信

文章阅读北大未名站 ○ 数学讨论区 [Mathematics]

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发信人: caldream (我是小猪我怕谁:)), 信区: Mathematics
标  题: 参考书目:18.概率(zz)
发信站: 北大未名站 (2002年12月16日15:51:52 星期一), 转信

发信人: yjyao (poly), 信区: Mathematics
标  题: 参考书目:18.概率
发信站: 日月光华 (2002年12月16日03:46:32 星期一)

Bellingsley P.
Probability and measure, John Wiley and Sons, 1979

Bremaud P.
Point processes and queues, Martingales dynamics, Springer-Verlag, 1981

Chung K.L.
Lectures from Markov processes to Brownian motion, Springer-Verlag, 1982

Cornfeld I.P., Fomin S.V., Sinai Ya. G.
Ergodic theory, GMW n°245, Springer-Verlag, 1982

Dellacherie C., Meyer P.-A.
Probabilit\'es et potentiiel, 4 Vol., Hermann, Paris, 1976,1980,1983,1987

Deuschel J.D., Stroock D.W.
Large deviations, Academic Press, 1989

Ethier S.N., Kurtz T.G.
Markov processes, characterization and convergence, Wiley-Ineterscience, 1986

Feller W.
Qn introduction to probability theory and its applications, vol. 2, Wiley,
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6
(注：有中译本,"概率论及其应用"，科学)

Fleming W.H., Rishel R.W.
Deterministic ans stochastic optimal control, Applications of Mathematics n°
1
, Springer-Verlag, 1975

Ikeda, Watanabe
Stochastic differential equations and diffusion processes, North-Holland,
1989

Karlin S.
A first course in stochastic processes, 3rd edition, Academic Press, 1975

Liggett T.M.
Interacting particle systems, Springer-Verlag, 1985

Neveu J.
Martingales \`a temps discret, Masson, Paris, 1972

Revuz D., Yor M.
Continuous martingales and Brownian motion, GMW n°293, Springer-Verlag,
1991

Rogers L.C., Williams D.
Diffusions, Markov processes and martingales, Vol. 2, Wiley, 1987

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Cogito Ergo Sum.
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The Master siad, "He who learns but does not think, is lost.
He who is thinks but does not learn is in great danger.

※ 来源:·北大未名站 bbs.pku.edu.cn·[FROM: 202.120.189.87]

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※ 来源:．哈工大紫丁香 http://bbs.hit.edu.cn [FROM: 218.9.121.110]

Math 版 (精华区)