内容

目次

Preface -- 1 Conditional Expectations -- Introduction -- Definition and First Properties -- Conditional Expectations and Conditional Laws -- Exercises -- Solutions -- 2 Stochastic Processes -- General Facts -- Stopping Times -- Exercises -- Solutions -- 3 Martingales -- First Definitions -- First Properties -- The Stopping Theorem -- Maximal Inequalities -- Square Integrable Martin g ales -- Convergence Theorems -- Regular Martin gales -- Exercises -- Problems -- Solutions -- 4 Markov Chains -- Transition Matrices, Markov Chains -- Construction and Existence -- Computations on the Canonical Chain -- Potential Operators -- Passage Problems -- Recurrence, Transience -- Recurrent Irreducible Chains -- Periodicity -- Exercises -- Problems -- Solutions -- References -- Index.