随机过程一般理论述评
概率论
2007-05-23 v2
摘要
本文是对随机过程一般理论的综述，着眼于随机时间与滤子扩张。前五个章节介绍由法国概率学派发展、通常以法语撰写的标准内容。最后三个章节所呈现的材料则不那么标准，并考虑了若干近期进展。
引用
@article{arxiv.math/0506581,
title = {An essay on the general theory of stochastic processes},
author = {Ashkan Nikeghbali},
journal= {arXiv preprint arXiv:math/0506581},
year = {2007}
}
备注
Published at http://dx.doi.org/10.1214/154957806000000104 in the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org)