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https://doi.org/10.1007/978-1-4612-0791-7Markov chain; Markov property; Martingale; Operations Research; Probability theory; Random variable; StochHEW 发表于 2025-3-25 19:28:02
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Foundations of Continuous-Time Processes,cesses on the time interval , that is, a family . . of real random variables on some probability space, indexed by the time variable . ∈ . Much of what we do below extends to arbitrary time intervals and more general (e.g. Polish space-valued) processes with minor modifications.neutral-posture 发表于 2025-3-26 02:41:16
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Textbook 1995meone 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 stocha含沙射影 发表于 2025-3-26 15:54:16
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Conditioning and Martingales,ine the probability of . given ., denoted by .(A ∩ .) = .). The reader may convince himself of the reasonableness of this procedure by evaluating, say, the probability of two consecutive heads in four tosses of a fair coin given the knowledge that the number of heads was even, using the principle of insufficient reason.