Théorie radicalemellt élémeintaire des probabilités

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Author(s): Edward Nelson
Year: 2003

Language: French

Page de titre
Introduction
Remerciements
1 Variables aléatoires
2 Algèbres de variables aléatoires
3 Processus stochastiques
4 Concepts externes
5 Infinitésimaux
6 Analogues externes de notions internes
7 Propriétés vraies presque partout
8 Variables aléatoires L¹
9 Décomposition des processus stochastiques
10 Variation totale d'un processus
Il Convergence des martingales
12 Fluctuations des martingales
13 Discontinuités des martingales
14 La condition de Lindeberg
15 Maximum des martingales
16 La loi des grands nombres
17 Processus quasiment équivalents
18 Théorème de de Moivre-Laplace-Lindeberg-Feller-Wiener-Lévy-Doob-Erdös-Kac-Donsker-Prokhorov
Annexe
Bibliographie
Index
Table des figures