Probability Theory and It's Applications in China - Brossura

Shi-Jian, Yan; Chung-Chun, Yang

Brossura

ISBN 10: 0821851268 ISBN 13: 9780821851265

Casa editrice: Amer Mathematical Society, 1991

Riassunto

Probability theory has always been an active field of research in China, but, until recently, almost all of this research was written in Chinese. This book contains surveys by some of China's leading probabilists, with a fairly complete coverage of theoretical probability and selective coverage of applied topics. The purpose of the book is to provide an account of the most significant results in probability obtained in China in the past few decades and to promote communication between probabilists in China and those in other countries. This collection will be of interest to graduate students and researchers in mathematics and probability theory, as well as to researchers in such areas as physics, engineering, biochemistry, and information science. Among the topics covered here are: stochastic analysis, stochastic differential equations, Dirichlet forms, Brownian motion and diffusion, potential theory, geometry of manifolds, semi-martingales, jump Markov processes, interacting particle systems, entropy production of Markov processes, renewal sequences and p-functions, multi-parameter stochastic processes, stationary random fields, limit theorems, strong approximations, large deviations, stochastic control systems, and probability problems in information theory.

Su questo libro

Contenuti:

Han-Fu Chen and Lei Guo, Stochastic control systems; Mu-Fa Chen and Shi-Jian Yan, Jump processes and particle systems; Pei-De Chen, Multi-parameter stochastic processes; Tse-Pei Chiang, Stationary random field: predication theory, Markov model, limit theorems; Sheng-Wu He and Jia-Gang Wang, Some results of semimartingales and jump processes; Zhen-Ting Hou, Z-matrix problems; Di-He Hu, Lu-Qin Lu, and Fu-Qing Gao, Summary of recent research accomplishments in Markov processes and Markov fields at Wuhan University; Guo-Ding Hu, Zhao-Zhi Zhang, and Shi-Yi Shen, The study and developments of probability problems in information theory in China; Zhi-Yuan Huang, Some recent developments of stochastic calculus in China; Zhi-Shun Liang and Zhi-Rui Huang, Renewal sequences, p-functions, their extensions and the related topics; Ming Liao, Brownian motions and geometry of manifolds; Zheng-Yan Lin, Chuang-Rong Lu, and Qi-Man Shao, Contribution to the limit theorems; Zhi-Ming Ma, Some new results concerning Dirichlet forms, Feynman-Kac semigroups and Schrodinger equations; Min-Ping Qian, Guang-Lu Gong, and Min Qian, The reversibility and the entropy production of Markov processes; Rong Situ, Theory and applications of stochastic differential equations in China; Zhi-Quan Wu, Xiang-Chen Wang, Xiao-Yun Yang, and De-Li Li, Some recent results on the strong LLN and LIL in Banach spaces; Jia-An Yan, A review of studies in probability theory and stochastic analysis; Wei-An Zheng, On symmetric diffusion processes.

Su questa edizione

• Editore: Amer Mathematical Society
• Data di pubblicazione: 1991
• ISBN 10: 0821851268
• ISBN 13: 9780821851265
• Rilegatura: Copertina flessibile
• Numero di pagine: 352
• Redattore: Jia-Gang Wang