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1.

図書

図書
Dimitri P. Bertsekas and John N. Tsitsiklis
出版情報: Belmont, Mass. : Athena Scientific, c2002  ix, 416 p. ; 25 cm
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2.

図書

図書
R.M. Dudley
出版情報: Cambridge : Cambridge University Press, 2002  x, 555 p. ; 23 cm
シリーズ名: Cambridge studies in advanced mathematics ; 74
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目次情報: 続きを見る
Foundations: set theory / 1:
General topology / 2:
Measures / 3:
Integration / 4:
Lp spaces: introduction to functional analysis / 5:
Convex sets and duality of normed spaces / 6:
Measure, topology, and differentiation / 7:
Introduction to probability theory / 8:
Convergence of laws and central limit theorems / 9:
Conditional expectations and martingales / 10:
Convergence of laws on separable metric spaces / 11:
Stochastic processes / 12:
Measurability: Borel isomorphism and analytic sets / 13:
Appendixes
Axiomatic set theory / A:
Complex numbers, vector spaces, and Taylor's theorem with remainder
The problem of measure
Rearranging sums of nonnegative terms
Pathologies of compact nonmetric spaces
Indices
Foundations: set theory / 1:
General topology / 2:
Measures / 3:
3.

図書

図書
Hans Föllmer, Alexander Schied
出版情報: Berlin : W. de Gruyter, 2002  ix, 422 p. ; 25 cm
シリーズ名: De Gruyter studies in mathematics ; 27
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目次情報: 続きを見る
Introduction
Mathematical finance in one period / I:
Arbitrage theory / 1:
Assets, portfolios, and arbitrage opportunities / 1.1:
Absence of arbitrage and martingale measures / 1.2:
Derivative securities / 1.3:
Complete market models / 1.4:
Geometric characterization of arbitrage-free models / 1.5:
Contingent initial data / 1.6:
Preferences / 2:
Preference relations and their numerical representation / 2.1:
Von Neumann-Morgenstern representation / 2.2:
Expected utility / 2.3:
Uniform preferences / 2.4:
Robust preferences on asset profiles / 2.5:
Probability measures with given marginals / 2.6:
Optimality and equilibrium / 3:
Portfolio optimization and the absence of arbitrage / 3.1:
Exponential utility and relative entropy / 3.2:
Optimal contingent claims / 3.3:
Microeconomic equilibrium / 3.4:
Monetary measures of risk / 4:
Risk measures and their acceptance sets / 4.1:
Robust representation of convex risk measures / 4.2:
Convex risk measures on L[infinity] / 4.3:
Value at Risk / 4.4:
Measures of risk in a financial market / 4.5:
Shortfall risk / 4.6:
Dynamic hedging / II:
Dynamic arbitrage theory / 5:
The multi-period market model / 5.1:
Arbitrage opportunities and martingale measures / 5.2:
European contingent claims / 5.3:
Complete markets / 5.4:
The binomial model / 5.5:
Convergence to the Black-Scholes price / 5.6:
American contingent claims / 6:
Hedging strategies for the seller / 6.1:
Stopping strategies for the buyer / 6.2:
Arbitrage-free prices / 6.3:
Lower Snell envelopes / 6.4:
Superhedging / 7:
P-supermartingales and upper Snell envelopes / 7.1:
Uniform Doob decomposition / 7.2:
Superhedging of American and European claims / 7.3:
Superhedging with derivatives / 7.4:
Efficient hedging / 8:
Quantile hedging / 8.1:
Hedging with minimal shortfall risk / 8.2:
Hedging under constraints / 9:
Absence of arbitrage opportunities / 9.1:
Upper Snell envelopes / 9.2:
Superhedging and risk measures / 9.4:
Minimizing the hedging error / 10:
Local quadratic risk / 10.1:
Minimal martingale measures / 10.2:
Variance-optimal hedging / 10.3:
Appendix
Convexity / A.1:
Absolutely continuous probability measures / A.2:
The Neyman-Pearson lemma / A.3:
The essential supremum of a family of random variables / A.4:
Spaces of measures / A.5:
Some functional analysis / A.6:
Introduction
Mathematical finance in one period / I:
Arbitrage theory / 1:
4.

図書

図書
J.K. Wani
出版情報: New York : Appleton-Century-Crofts, 1971  xiv, 315 p. ; 24 cm
シリーズ名: The Appleton-Century statistics series
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5.

図書

図書
by John McDonald ; illustrated by Robert Osborn
出版情報: New York : W. W. Norton, c1950  128 p. ; 22 cm
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6.

図書

図書
S.R.S. Varadhan
出版情報: New York : Courant Institute of Mathematical Sciences , Providence, RI. : American Mathematical Society, 2001  vii, 167 p. ; 26 cm
シリーズ名: Courant lecture notes in mathematics ; 7
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目次情報: 続きを見る
Measure theory Weak convergence Independent sums Dependent random variables Martingales
Stationary stochastic processes Dynamic programming and filtering
Bibliography
Index
Measure theory Weak convergence Independent sums Dependent random variables Martingales
Stationary stochastic processes Dynamic programming and filtering
Bibliography
7.

図書

図書
Peter W. Zehna
出版情報: Boston : Allyn and Bacon, c1969  x, 193 p. ; 22 cm
シリーズ名: The Allyn and Bacon series : topics in contemporary mathematics
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8.

図書

図書
Hans Föllmer, Alexander Schied
出版情報: New York : Walter de Gruyter, c2004  xi, 459 p. ; 25 cm
シリーズ名: De Gruyter studies in mathematics ; 27
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9.

図書

図書
Yanhong Wu
出版情報: New York, N.Y. : Springer, c2005  xiii, 158 p. ; 24 cm
シリーズ名: Lecture notes in statistics ; 180
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CUSUM Procedure
Change-point Estimation
Confidence Interval for Change-point
Infrence for Post-change Mean
Estimation After False Signal
Inference with Change in Variance
Sequential Classification and Segmentation
An Adaptive CUSUM Procedure
Dependent Observation Case
Other Methods and Remarks
CUSUM Procedure
Change-point Estimation
Confidence Interval for Change-point
10.

図書

図書
George G. Roussas
出版情報: Amsterdam ; Tokyo : Elsevier Academic Press, c2005  xviii, 443 p. ; 24 cm
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目次情報: 続きを見る
Preface
Certain Classes of Sets, Measurability, Pointwise Approximation / 1:
Definition and Construction of a Measure and Its Basic Properties / 2:
Some Modes of Convergence of a Sequence of Random Variables and Their Relationships / 3:
The Integral of a Random Variable and Its Basic Properties / 4:
Standard Convergence Theorems, The Fubini Theorem / 5:
Standard Moment and Probability Inequalities, Convergence in the r-th Mean and Its Implications / 6:
The Hahn-Jordan Decomposition Theorem, The Lebesgue Decomposition Theorem, and The Radon-Nikcodym Theorem / 7:
Distribution Functions and Their Basic Properties, Helly-Bray Type Results / 8:
Conditional Expectation and Conditional Probability, and Related Properties and Results / 9:
Independence / 10:
Topics from the Theory of Characteristic Functions / 11:
The Central Limit Problem: The Centered Case / 12:
The Central Limit Problem: The Noncentered Case / 13:
Topics from Sequences of Independent Random Variables / 14:
Topics from Ergodic Theory / 15:
Preface
Certain Classes of Sets, Measurability, Pointwise Approximation / 1:
Definition and Construction of a Measure and Its Basic Properties / 2:
11.

図書

図書
Scott L. Miller, Donald Childers
出版情報: Amsterdam ; Tokyo : Academic Press, c2012  xii, 611 p. ; 25 cm
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目次情報: 続きを見る
Preface
Introduction / 1:
Introduction to Probability Theory / 2:
Random Variables, Distributions and Density Functions / 3:
Operations on a Single Random Variable / 4:
Pairs of Random Variables / 5:
Multiple Random Variables / 6:
Random Sequences and Series / 7:
Random Processes / 8:
Markov Processes / 9:
Power Spectral Density / 10:
Random Processes in Linear Systems / 11:
Simulation Techniques / 12:
Appendices
Preface
Introduction / 1:
Introduction to Probability Theory / 2:
12.

図書

図書
[by] James R. McCord, III [and] Richard M. Moroney, Jr
出版情報: New York : Macmillan, [1964]  xvi, 232 p ; 25 cm
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13.

図書

図書
E.B. Dynkin ; A.A. Yushkevich, G.M. Seitz, A.L. Onishchik, editors
出版情報: Providence, R.I. : American Mathematical Society , Cambridge, Mass. : International Press, c2000  xxvi, 798 p. ; 27 cm
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Lie groups and Lie algebras: Dynkin and Lie theory / G. M. SeitzPart I:
On the work of E. B. Dynkin in the theory of Lie groups / F. I. Karpelevich ; A. L. Onishchik ; E. B. Vinberg
Correction to On the work of E. B. Dynkin in the theory of Lie groups
Classification of simple Lie groups / E. B. Dynkin
Calculation of the coefficients in the Campbell-Hausdorff formula
The maximal subgroups of the classical groups
Comments on Maximal subgroups of the classical groups
Semisimple subalgebras of semisimple Lie algebras
Comments on the paper Semisimple subalgebras of semisimple Lie algebras
Construction of primitive cycles in compact Lie groups
Topological characteristics of homomorphisms of compact Lie groups
Comments on the paper Topological characteristics of homomorphisms of compact Lie groups
Dynkin and modern Lie theory / B. Kostant
Comments on the impact of Dynkin's work on current research in representation theory / D. A. Vogan
Coxeter-Dynkin diagrams and singularities / A. Gabrielov
Lie groups in physics / K. Gottfried
Dynkin diagrams in the physics of particles, fields and strings / Y. Ne'eman
Probability theory: Dynkin and probability theory / A. A. YushkevichPart II:
Necessary and sufficient statistics for a family of probability distributions
Some limit theorems for sums of independent random variables with infinite mathematical expectations
Markov processes and semigroups of operators
Strong Markov processes
Infinitesimal operators of Markov processes
The natural topology and excessive functions connected with a Markov process
Random walk on groups with a finite number of generators / M. B. Malyutov
The optimum choice of the instant for stopping a Markov process
Brownian motion in certain symmetric spaces and nonnegative eigenfunctions of the Laplace-Beltrami operator
Diffusion of tensors
Game variant of a problem on optimal stopping
Determining functions of Markov processes and corresponding dual regular classes / S. E. Kuznetsov
Economic equilibrium under uncertainty
Comments on Economic equilibrium under uncertainty / I. V. Evstigneev
Markov processes and random fields
Green's and Dirichlet spaces associated with fine Markov processes
Markov processes as a tool in field theory
Symmetric statistics, Poisson point processes, and multiple Wiener integrals / A. Mandelbaum
Gaussian and non-Gaussian random fields associated with Markov processes
Author's correction to Guassian and non-Gaussian random fields associated with Markov processes.
An application of flows to time shift and time reversal in stochastic processes
Author's comments on An application of flows to time shift and time reversal in stochastic processes
Representation for functionals of superprocesses by multiple stochastic integrals, with applications to self-intersection local times
A probabilistic approach to one class of nonlinear differential equations
Superdiffusions and parabolic nonlinear differential equations
Comments on Superdiffusions and parabolic nonlinear differential equations
Dynkin and the theory of Markov processes / P. A. Meyer
To the history of strong Markov property
On compactifications of symmetric spaces / M. A. Olshanetsky
Dynkin's contributions to superprocesses and partial differential equations / J.-F. Le Gall
Dynkin's work in mathematical economics
Acknowledgments
Lie groups and Lie algebras: Dynkin and Lie theory / G. M. SeitzPart I:
On the work of E. B. Dynkin in the theory of Lie groups / F. I. Karpelevich ; A. L. Onishchik ; E. B. Vinberg
Correction to On the work of E. B. Dynkin in the theory of Lie groups
14.

図書

図書
В.С. Пугачев
出版情報: Москва : Изд-во "Наука", Глав. ред. физико-математической лит-ра, 1968  368 p. ; 21 cm
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15.

図書

図書
[by] H. G. Cuming [and] C. J. Anson
出版情報: London : Heywood Books, 1966  490 p. ; 26 cm
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16.

図書

図書
by Harold Jeffreys
出版情報: Oxford : Clarendon Press, c1961  viii, 447 p. ; 24 cm
シリーズ名: The international series of monographs on physics
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17.

図書

図書
James R. Gray
出版情報: Edinburgh ; London : Oliver & Boyd , New York : Interscience, 1967  viii, 267 p ; 19 cm
シリーズ名: University mathematical texts ; 36
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18.

図書

図書
Hugh Gordon
出版情報: New York : Springer, c1997  xii, 266 p. ; 25 cm
シリーズ名: Undergraduate texts in mathematics
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19.

図書

図書
by H. Levy and L. Roth
出版情報: Oxford : at the Clarendon Press, 1936  x, 200 p. ; 23 cm
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20.

図書

図書
Achintya Haldar, Sankaran Mahadevan
出版情報: New York ; Chichester : Wiley, c2000  xvi, 304 p. ; 25 cm
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目次情報: 続きを見る
Basic Concept of Reliability
Mathematics of Probability
Modeling of Uncertainty
Commonly Used Probability Distributions
Determination of Distributions and Parameters from Observed Data
Randomness in Response Variables
Fundamentals of Reliability Analysis
Advanced Topics on Reliability Analysis
Simulation Techniques
Appendices
Conversion Factors
References
Index
Basic Concept of Reliability
Mathematics of Probability
Modeling of Uncertainty
21.

図書

図書
edited by Isaac Elishakoff
出版情報: Wien : Springer-Verlag, c1999  393 p. ; 24 cm
シリーズ名: CISM courses and lectures ; no. 388
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22.

図書

図書
Claude Kipnis, Claudio Landim
出版情報: Berlin : Springer-Verlag, c1999  xvi, 442 p. ; 25 cm
シリーズ名: Die Grundlehren der mathematischen Wissenschaften ; 320
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23.

図書

図書
Г.Г. Абезга... [et al.].
出版情報: Москв : Воен. изд-во, 1966  407 p. ; 17 cm
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24.

図書

図書
Ю.В. Прохоров, Ю.А. Розанов
出版情報: Москва : Изд-во "Наука" Глав. ред. физико-математической лит-ры, 1967  495 p. ; 21 cm
シリーズ名: Справочная математическая библиотека
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25.

図書

図書
K. Hinderer
出版情報: Berlin ; New York : Springer-Verlag, 1972  vii, 247 p. ; 26 cm
シリーズ名: Hochschultext
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26.

図書

図書
Rodrigo Bañuelos, Charles N. Moore
出版情報: Basel ; Boston : Birkhäuser Verlag, c1999  xiv, 204 p. ; 24 cm
シリーズ名: Progress in mathematics ; vol. 175
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27.

図書

図書
Maury Bramson, Rick Durrett, editors
出版情報: Boston : Birkhauser, c1999  x, 398 p. ; 25 cm
シリーズ名: Progress in probability / series editors, Thomas Liggett, Charles Newman, Loren Pitt ; 44
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28.

図書

図書
Gregory F. Lawler, Lester N. Coyle
出版情報: Providence, R.I. : American Mathematical Society , [Princeton, N.J.] : Institute for Advanced Study, c1999  xii, 97 p. ; 22 cm
シリーズ名: Student mathematical library ; v. 2 . IAS/Park City mathematical subseries
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29.

図書

図書
David Stirzaker
出版情報: New York : Cambridge University Press, 1999  xii, 368 p. ; 26 cm
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目次情報: 続きを見る
Introduction / 1:
Probability / Part A:
The rules of probability / 2:
Counting and gambling / 3:
Distributions: trials, samples and approximation / 4:
Random Variables / Part B:
Random variables and their distributions / 5:
Jointly distributed random variables / 6:
Generating functions / 7:
Appendix: hints and solutions for selected exercises and problems / 8:
Introduction / 1:
Probability / Part A:
The rules of probability / 2:
30.

図書

図書
by Robert M. Kozelka
出版情報: Reading, Mass. : Addison-Wesley Pub. Co, c1961  x, 150 p ; 24 cm
シリーズ名: Addison-Wesley series in statistics
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31.

図書

図書
[by] Aram J. Thomasian
出版情報: New York : McGraw-Hill, c1964  371 p ; 23 cm
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32.

図書

図書
David McDonald
出版情報: New Jersey : World Scientific, c2004  xiii, 361 p. ; 26 cm
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33.

図書

図書
Jean Dhombres, Joseph P.S. Kung, Norton Starr, editors
出版情報: Boston ; Basel : Birkhäuser, c2003  xxx, 381 p. ; 26 cm
シリーズ名: Contemporary mathematicians
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目次情報: 続きを見る
Contributors
Editors' Preface
List of Reprinted Papers in Chronological Order
Gian-Carlo Rota on His Work in Analysis
Reminiscences of Gian-Carlo Rota / P. Duren
Gian-Carlo Rota (1932-1999) / J.T. Schwartz
Acknowledgements
Differential Operators
Theory of Linear Operators
Reynolds Operators
Ergodic Theory
Inequalities
Geometric Probability and Profinite Combinatorics
Probability Theory
Contributors
Editors' Preface
List of Reprinted Papers in Chronological Order
34.

図書

図書
Petr Beckmann
出版情報: New York : Harcourt, Brace & World, c1968  vi, 189 p . ; 23 cm
シリーズ名: Harbrace series in electrical engineering
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35.

図書

図書
Michel Talagrand
出版情報: Berlin ; Tokyo : Springer, c2003  ix, 586 p. ; 24 cm
シリーズ名: Ergebnisse der Mathematik und ihrer Grenzgebiete ; 3. Folge, v. 46
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36.

図書

図書
[by] William R. King
出版情報: New York : Wiley, c1968  xix, 372 p. ; 23 cm
シリーズ名: Wiley series in management and administration
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37.

図書

図書
A. A. Borowkow ; in deutscher Sprache hrsg. von Peter Franken ; [Deutsche Übersetzung, Egmar Rödel. Hans Kühne]
出版情報: Basel ; Stuttgart : Birkhäuser, 1976  xi, 264 p. ; 25 cm
シリーズ名: Lehrbücher und Monographien aus dem Gebiete der exakten Wissenschaften ; . Mathematische Reihe ; 53
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38.

図書

図書
Ron Blei
出版情報: Cambridge, [Eng.] ; New York : Cambridge University Press, 2001  xix, 556 p. ; 24 cm
シリーズ名: Cambridge studies in advanced mathematics ; 71
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目次情報: 続きを見る
Preface
A prologue: mostly historical / 1:
Three classical inequalities / 2:
A fourth inequality / 3:
Elementary properties of the Frechet variation - an introduction to tensor products / 4:
The Grothendieck factorization theorem / 5:
An introduction to multidimensional measure theory / 6:
An introduction to harmonic analysis / 7:
Multilinear extensions of the Grothendieck inequality / 8:
Product Frechet measures / 9:
Brownian motion and the Wiener process / 10:
Integrator / 11:
A '3/2n- dimensional' Cartesian product / 12:
Fractional Cartesian products and combinatorial dimension / 13:
The last chapter: leads and loose ends / 14:
Preface
A prologue: mostly historical / 1:
Three classical inequalities / 2:
39.

図書

図書
John Chiasson
出版情報: Hoboken, N.J. : John Wiley & Sons, c2013  xxii, 959 p. ; 25 cm
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40.

図書

図書
George Papanicolaou, editor
出版情報: New York ; Tokyo : Springer-Verlag, c1987  xi, 321 p. ; 25 cm
シリーズ名: The IMA volumes in mathematics and its applications ; v. 7
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41.

図書

図書
G.P. Beaumont
出版情報: Chichester, England : Ellis Horwood, 1986  345 p. ; 25 cm
シリーズ名: Ellis Horwood series in mathematics and its applications ; . Statistics and operational research
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42.

図書

図書
B.Z. Sandler
出版情報: Amsterdam ; New York : Elsevier, 1984  xi, 301 p. ; 25 cm
シリーズ名: Studies in applied mechanics ; 8
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43.

図書

図書
Lionel Weiss, Jacob Wolfowitz
出版情報: Berlin ; New York : Springer-Verlag, 1974  iv, 106 p. ; 25 cm
シリーズ名: Lecture notes in mathematics ; 424
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44.

図書

図書
Arnold O. Allen
出版情報: New York : Academic Press, 1978  xvi, 390 p. ; 24 cm
シリーズ名: Computer science and applied mathematics
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45.

図書

図書
Heinz Bauer ; English translation by R.B. Burckel ; adapted from the first English ed. and based on the third German ed
出版情報: London ; New York : Academic Press, 1981  xiii, 460 p. ; 24 cm
シリーズ名: Probability and mathematical statistics : a series of monographs and textbooks
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46.

図書

図書
Alfred Rényi
出版情報: San Francisco : Holden-Day, c1970  xvi, 366 p. ; 24 cm
シリーズ名: Holden-Day series in probability and statistics
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47.

図書

図書
Narayan C. Giri
出版情報: New York : M. Dekker, 1974  viii, 260 p. ; 24 cm
シリーズ名: Statistics : textbooks and monographs ; v. 7 . Introduction to probability and statistics ; pt. 1
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48.

図書

図書
Narayan C. Giri
出版情報: New York : M. Dekker, c1975  viii, 314 p. ; 24 cm
シリーズ名: Statistics : textbooks and monographs ; v. 7 . Introduction to probability and statistics ; pt. 2
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49.

図書

図書
[by] T.R. Dyckman, S. Smidt [and] A.K. McAdams
出版情報: London : Macmillan, c1969  xxiii, 662 p. ; 26 cm
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50.

図書

図書
by Robert C. Shook and Harold Joseph Highland and edited by Esther H. Highland
出版情報: Homewood, Ill. : R.D. Irwin, 1969  xvii, 592 p. ; 24 cm
シリーズ名: Irwin series in quantitative analysis for business
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