Foundations of Modern Probability

Keywords

History

References

• The Ergodic Theory of Subadditive Stochastic ProcessesJ. F. C. Kingmán — 1968
• Fourier transforms in the complex domainHelly — 1936
• Weak convergence of probability measures and random functions in the function space D[0,∞)Torgny Lindvall — 1973
• Point Processes and QueuesPierre Brémaud — 1981
• On the Transition Probability Functions of the Markov Process儀四郎 丸山 — 1954
• Stochastic differential equations and diffusion processes: Nobuyuki Ikeda and Shinzo Watanabe North-Holland, Amsterdam, 1981, xiv + 464 pages, Dfl.175.00L. C. G. Rogers — 1982
• Sur quelques points de la théorie des fonctionsL. Desaint — 1897
• Convergence in distribution of stochastic processesLucien LeCam — 1957
• Theorie und Anwendungen der absolut additiven MengenfunktionenJohann Radon — 1913
• Les espaces abstraitsMaurice Fréchet — 1929
• Capacités et processus stochastiquesClaude Dellacherie — 1972
• Potentiel d'équilibre et capacité des ensembles : Avec quelques applications a la théorie des fonctionsOtto Frostman — 1935
• On stationary sequences of random variables and the de Finetti's equivalenceC. Ryll–Nardzewski — 1957
• Sur une généralisation des intégrales de M. J. RadonOtton Martin Nikodým — 1930
• Brownian Motion and Classical Potential TheoryS. Port, C. Stone — 1978
• Additive functionals of the Brownian pathH. P. McKean, Hiroshi Tanaka — 1961
• Introduction to the Theory of Random ProcessesN. Krylov — 2002
• Doubly stochastic Poisson processesJan Grandell — 1976
• Marked Point Processes on the Real Line: The Dynamical ApproachAndreas Brandt — 1995
• On the theory of brownian motionRobert M. Mazo — 1973

Cited by

• Impulse Control and Optimal StoppingYann-Shin Aaron Chen — 2012
• Mathematical Aspects of Financial Markets with FrictionsMikko S. Pakkanen — 2010
• Instantaneous Arbitrage and the CAPMLars Tyge Nielsen — 2019
• Algorithms and Models for the Web Graph: 17th International Workshop, WAW 2020, Warsaw, Poland, September 21–22, 2020, ProceedingsWAW 2020 Warschau, Kaminski, Bogumil, Prałat, Paweł — 2020
• An Ornstein-Uhlenbeck Framework for Pairs TradingStefan Rampertshammer — 2007
• Affine processes on R_+^n × R^n and multiparameter time changesM. Emilia Caballero, José Luis Pérez Garmendia, Gerónimo Uribe Bravo — 2015
• Functional limit theorems for explosive renewal shot noise processesAlexander Iksanov — 2012
• COMPLEMENT TO "WHAT DIFFERENTIATES STATIONARY STOCHASTIC PROCESSES FROM ERGODIC ONES : A SURVEY (Mathematical Economics : Analytical Foundations of Economic Theory)Michel Valadier — 2002
• Limit Theorems on HypergroupsWaldemar Grundmann — 2013
• The geometry of non-Markovian interacting systemsEdward Mottram — 2015
• Random and Vector Measures: from "Toy" Measurable Systems to Quantum ProbabilityKristin Courtney — 2013
• Distribution-Invariant Dynamic Risk MeasuresStefan Weber — 2003
• A generalized expression of multi-target probability density in the framework of FISSTSuqi Li, Wei Yi, Bailu Wang — 2015
• Achieving optimal detection through discrete diffusion equationsR. Chandramouli, Nitya Ranganathan — 1998
• Estimation and testing of crossing‐points in fixed design regressionDietmar Ferger, Jens Klotsche, Ulrike Lüken — 2012
• Asymptotic properties of Monte Carlo estimators of diffusion processesJérôme Detemple, René García, Marcel Rindisbacher — 2005
• Are Limit Orders RationalMartin Šmíd — 2007
• Optimal scheduling of a large-scale multiclass parallel server system with ergodic costAri Arapostathis, Anup Biswas, Guodong Pang — 2015
• Strictly stationary solutions of ARMA equations with fractional noiseBernd Vollenbröker — 2012
• Transport and Diffusion in Disordered MediaOskari Ajanki — 2012

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