An Introduction to Probability Theory pdf epub mobi txt 电子书下载 2025

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伊藤清（1915－2008）日本数学家，日本学士院院士，世界级概率论大师。他因在概率论方面的奠基性工作而获1987年的沃尔夫奖，并于1998年获得京都基础科学奖，2006年获得首届高斯奖。伊藤清的工作集中于概率论，特别是随机分析领域，他被誉为“现代随机分析之父”，因他命名的理论有伊藤过程、伊藤公式和伊藤微积分。他的研究对其他学科尤其是金融数学产生了深远影响。

出版者:Cambridge University Press

作者:Kiyosi Ito

出品人:

页数:213

译者:

出版时间:1986-1-1

价格:USD 53.00

装帧:Paperback

isbn号码:9780521269605

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图书标签:

概率论
概率论7

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Professor Ito is one of the most distinguished probability theorists in the world, and in this modern, concise introduction to the subject he explains basic probabilistic concepts rigorously and yet gives at the same time an intuitive understanding of random phenomena. In the first chapter he considers finite situations, but from an advanced standpoint that enables the transition to greater generality to be achieved more easily. Chapter 2 deals with probability measures and includes a discussion of the fundamental concepts of probability theory. These concepts are formulated abstractly but without sacrificing intuition. The last chapter is devoted to infinite sums of independent real random variables. Each chapter is divided into sections that end with a set of problems with hints for solution. This textbook will be particularly valuable to students of mathematics taking courses in probability theory who need a modern introduction to the subject that yet does not allow overemphasis on abstractness to cloud the issues involved.

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虽然预修了概率测度论的基础章节，虽然如此薄的一本书，还是完全看不懂，大师真不是盖的。。。。看来有必要把测度论再巩固一下，我想每个拿起这本书的人，大多应该都是奔着Ito公式去的吧，不知还有几个SB和我一样，只为了理解一个公式，而去学一整套理论。

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Wolfgang Doblin: A Mathematician Rediscovered# 一位德国犹太人，全家为了逃避纳粹移民法国。他小时候的照片，活脱一个哈利波特。在法国，他在父亲的文稿背面做算草；23岁拿到了博士学位。青年才俊，小有成就，恃才傲物。二战爆发后他不得不参军，驻守马其诺防线。在同...

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