连续时间中的随机优化 【正版图书】 fb2 pdf azw3 网盘 rtf 免费 下载 txt

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ListofFigures

Preface

ProbabilityTheory

.Introduction

.2StochasticProcesses

.2.InformationSetsanda-Algebras

.2.2TheCantorSet

.2.3Borel-CantelliLemmas

.2.4DistributionFunctionsandStochasticProcesses

.3ConditionalExpectation

.3.ConditionalProbability

.3.2ConditionalExpectation

.3-3ChangeofVariables

.4NotesandFurtherReadings

2WienerProcesses

2.introduction

2.2AHeuristicApproach

2.2.FromRandomWalkstoWienerProcess

2.2.2SomeBasicPropertiesoftheWienerProcess

2.3MarkovProcesses

2.3.Introduction

2.3.2TransitionProbability

2.3.3DiffusionProcesses

2.4WienerProcesses

2.4.HowtoGenerateMoreWienerProcesses

2.4.2DifferentiabilityofSampleFunctions

2.4.3StoppingTimes

2.4.4TheZeroSet

2.4.5BoundedVariationsandtheIrregularityofthe

WienerProcess

2.5NotesandFurtherReadings

3StochasticCalculus

3.Introduction

3.2AHeuristicApproach

3.2.ls□（sX）dWsRiemarmIntegrable?

3.2.2TheChoiceof□Matter

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