作者	L.C.G.Rogers,D.Williams 著
出版社
出版时间	2003-01-01

特色：

Longago（orsoitseemstoday）,Chungwroteonpage196ofhisbook[1]:'Onewondersifthepresenttheoryofstochasticprocessesisnotstilltoodifficultforapplications.'Advancesinthetheorysincethattimehavebeenphenomenal,butthesehavebeenaccompaniedbyanincreaseinthetechnicaldifficultyofthesubjectsobewilderingastogiveaquaintcharmtoChung'suseoftheword'still'.Meyerwritesintheprefacetohisdefinitiveaccountofstochasticintegraltheory:'...ilfaut...uncoursdesixmoissurlesdefinitions.Quepeutonyfaire?'IhavethoughtupasintuitiveapictureofthesubjectasIcan,writtenitdownatspeed,andrefusedtobeluredbackbypiety（orevenbywit!）tocancelhalfaline.'First'intuition,whichiswhatyouneedwhenyouarelearningthesubject,israw,roughandready;and,asyouhaveguessed,Imaketheexcusethatitdemandsacompatiblestyleandlackofpolish.NotethatIwrote'firstintuition'.Consideranexample.Meyer'sconceptofarightprocessisexactlyrightforMarkovprocesstheory,buttheconceptistheresultofalongevolution.Tounderstanditproperly,youneedahighlydevelopedintuition,andthattakestimetoacquire.Thedifficultywiththebestadvancedliteratureisthatitsauthorshavetoomuchintuition;nevermakethemistakeofthinkingotherwise.