现代概率论基础：英文本

　　本书属于中国科学院推荐的研究生原版教材之一，书中内容涉及十分广泛，从古典概率论原理、鞅、马尔可夫链到布朗运动、Levy过程、弱收敛、Ito积分，再到现代概率论的发展如停时、半鞅、扩散过程等都做了详细介绍，堪称一部现代概率论的百科全书．再配以由易到难的丰富的习题，非常适合作为硕士研究生和博士研究生概率论课程的教材。

暂缺《现代概率论基础：英文本》作者简介

1.ElementsofMeasureTheory
2.Processes,Distributions,andIndependence
3.RandomSequences,Series,andAverages
4.CharacteristicFunctionsandClassicalLimitTheorems
5.ConditioningandDisintegration
6.MartingalesandOptionalTimes
7.MarkovProcessesandDiscrete-TimeChains
8.RandomWalksandRenewalTheory
9.StationaryProcessesandErgodicTheory
10.PoissonandPureJump-TypeMarkovProcesses
11.gaussianProcessesandBrownianMotion
12.SkorohodEmbeddingandInvariancePrinciples
13.IndependentIncrementsandInfiniteDivisibility
14.ConvergenceofRandomProcesses,Measures,andSets
15.StochasticIntegralsandQuadraticVariation
16.ContinuousMartingalesandBrownishMotion
17.FellerProcessesandSemigroups
18.StochasticDifferentialEquationsandMartingaleProblems
19.LocalTime,Excursions,andAdditiveFunctionals
20.One-DimensionalSDEsandDiffusions
21.PDE-ConnectionsandPotentialTheory
22.Predictability,Compensation,andExcessiveFunctions
23.SemimartingalesandGeneralStochasticIntegration
Appendices
A1.HardResultsinMeasureTheory
A2.SomeSpecialSpaces
HistoricalandBibliographicalNotes
Bibliography
Indices