Study note

Measure Theory, Probability, and Stochastic Processes (Graduate Texts in Mathematics, 295)

Properties

Type
Books
Status
想读
Domain
Math
Category
分析、概率与 PDE
Source
goodreads.com
Vault note
library/books/math/Measure-Theory,-Probability,-and-Stochastic-Processes-(Graduate-Texts-in-Mathema-018d73aff011c4c8.md

Summary

Jean-Francois Le Gall 的 GTM 教材,把测度论、概率论和随机过程放在统一框架中讲解。

Highlights

适合从严谨测度论进入现代概率,尤其是随机过程和 Brownian motion 方向。

Notes

Gall, Jean-Francois Le。

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