Martingales et processus de Markov

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Author(s): G. A. Hunt
Publisher: Dunod
Year: 1966

Language: french

Couverture
Page de titre
I. Les Martingales
1. Définitions
2. Théorèmes fondamentaux
3. Le langage des probabilités
4. Exemples
5. Ensemble d'indices dénombrable
6. Limites
7. Les espérances conditionnelles
8. Ln dépendance
9. Compléments
II. Les Processus de Markov
10. Notions de base
11. Processus réguliers
12. Exemples
13. Théorie du potentiel
Bibliographie
Index terminologique