节点文献
杜布与随机过程
J.L.Doob and Stochastic Processes
【摘要】 概述了数学家杜布的人生历程、分析其在概率理论方面的数学工作.重点阐明杜布选择数学领域概率论的背景、杜布建立鞅论的核心与意义,及其学术交往情况,借此理解杜布的概率论工作的意义与影响及20世纪中期的概率论与随机过程理论发展的状况.
【Abstract】 This paper describes briefly J.L.Doob’ s life and analyses his work in probability theory.It focuses on the reason he studied the probability theory,the meaning he founded the theory of martingales and his academic association.Then it can help to understand better the significance and influence of Doob’ s work,and the situation that how theory of stochastic processes developed in the middle of twenty century.
【关键词】 杜布;
概率论;
随机过程;
鞅;
【Key words】 J.L.Doob; pprobability theory; stochastic processes; martingale;
【Key words】 J.L.Doob; pprobability theory; stochastic processes; martingale;
【基金】 国家自然科学基金(11101034)
- 【文献出处】 数学的实践与认识 ,Mathematics in Practice and Theory , 编辑部邮箱 ,2015年09期
- 【分类号】O211.6
- 【被引频次】2
- 【下载频次】152