要使我国的数学事业更好地发展起来，需要数学家淡泊名利并付出更艰苦地努力。另一方面，我们也要从客观上为数学家创造更有发展数学事业的外部环境，这主要是加强对数学事业的支持与投资力度，使数学家有较好的工作与生活条件，其中了包括改善与加强数学的出版工作。 修订版增加了四章，并对原版内容作了大量修改。

Preface to the Second Edition Preface to the First Edition 1. Measure Theory---Basic Notions 2. Measure Theory---Key Results 3. Processes, Distributions, and Independence 4. Random Sequences, Series, and Averages 5. Characteristic Functions and Classical Limit Theorems 6. Conditioning and Disintegration 7. Martingales and Optional Times 8. Markov Processes and Discrete-Time Chains 9. Random Walks and Renewal Theory 10. Stationary Processes and Er…ic Theory 11. Special Notions of Symmetry and Invariance 12. Poisson and Pure Jump-Type Markov ProcessesPreface to the Second Edition  
Preface to the First Edition  
1. Measure Theory---Basic Notions  
2. Measure Theory---Key Results  
3. Processes, Distributions, and Independence  
4. Random Sequences, Series, and Averages  
5. Characteristic Functions and Classical Limit Theorems  
6. Conditioning and Disintegration  
7. Martingales and Optional Times  
8. Markov Processes and Discrete-Time Chains  
9. Random Walks and Renewal Theory  
10. Stationary Processes and Er…ic Theory  
11. Special Notions of Symmetry and Invariance  
12. Poisson and Pure Jump-Type Markov Processes  
13. Gaussian Processes and Brownian Motion  
14. Skorohod Embedding and Invariance Principles  
15. Independent Increments and Infinite Divisibility  
16. Convergence of Random Processes, Measures, and Sets  
17. Stochastic Integrals and Quadratic Variation  
18. Continuous Martingales and Brownian Motion  
19. Feller Processes and Semigroups  
20. er…ic Properties of Markov Processes  
21. Stochastic Differential Equations  
22. Local Time, Excursions, and Additive Functionals  
23. One-dimensional SDEs and Diffusions  
24. Connections with PDEs and Potential Theory  
25. Predictability, Compensation, and Excessive Functions  
26. Semimartingales and General Stochastic Integration  
27. Large Deviations  
Appendices  
Historical and Bibliographical Notes  
Bibliography  
Symbol Index  
Author Index  
Subject Index 显示全部信息