Lecture Notes on Stochastic Calculus (Part I)
نویسندگان
چکیده
1 Probability “review” 3 1.1 σ-fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 1.2 Random variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 1.3 Probability measures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 1.4 Distribution of a random variable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 1.5 Independence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 1.6 Expectation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 1.7 Convergence of sequences of random variables . . . . . . . . . . . . . . . . . . . . . . . . . 13 1.8 Conditional expectation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15 1.9 Random vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
منابع مشابه
Generalized Synchronization Trees
[1] J. Ferlez, R. Cleaveland, and S. Marcus. Generalized synchronization trees. In FOSSACS 2014, volume 8412 of Lecture Notes in Computer Science, pages 304–319, Grenoble, France, 2014. Springer-Verlag. [2] Robin Milner. A Calculus of Communicating Systems. Number 92 in Lecture Notes in Computer Science. Springer-Verlag, 1980. [3] Edward Dean Tate Jr, Jessy W. Grizzle, and Huei Peng. Shortest p...
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تاریخ انتشار 2009