Oʻzbekiston respublikasi oliy ta’lim, fan va innovatsiyalar vazirligi namangan davlat universiteti


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Foydalanilgan adabiyotlar


  • Foydalanilgan adabiyotlar

  • 1. Rene L. Schilling Measures,Integrals, and Martingales.Cambridge University Press, The Edinburgh Building, Cambridge CB2 8RU, UKPublished in the United States of America by Cambridge University Press, New York

  • 2. Ash, R. B. and C. A. Doléans-Dade,Probability and Measure Theory(2nd edn), AcademicPress, San Diego (CA) 2000.

  • 3. Chow, Y. S. and H.Teicher, Probability Theory. Independence, Interchangeability, Martingales(3rd edn), Springer, Texts in Stat., New York 1997.

  • 4. Dellacherie, C. and P. A. Meyer,Probabilities and Potential Pt. B: Theory of Martingales,North Holland, Math. Studies, Amsterdam 1982. [Note thatProbabilities and Potential Pt. A, Amsterdam 1979, by the same authors is a prerequisite for this text.]

  • 5. Garsia, A. M.,Topics in Almost Everywhere Convergence, Markham, Chicago 1970.

  • 6. Meyer, P. A.,Probabilities and Potentials, Blaisdell, London 1966.

  • 7. Neveu, J.,Discrete-parameter Martingales, North Holland, Math. Libr. vol.10, Amsterdam1975.

  • 8. Rogers, L. C. G. and D. Williams,Diffusions, Markov Processes and Martingales(2 vols.,2nd edn), Cambridge Math. Library, Cambridge 2000.


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