**Contemporary Mathematics**

Volume: 118;
1991;
333 pp;
Softcover

MSC: Primary 93; 60;

Print ISBN: 978-0-8218-5126-5

Product Code: CONM/118

List Price: $62.00

Individual Member Price: $49.60

**Electronic ISBN: 978-0-8218-7706-7
Product Code: CONM/118.E**

List Price: $62.00

Individual Member Price: $49.60

# Probability Theory and Its Applications in China

Share this page *Edited by *
*Shi-Jian Yan; Chung-Chun Yang; Jiagang Wang*

Probability theory has always been an active field of
research in China, but, until recently, almost all of this research
was written in Chinese. This book contains surveys by some of China's
leading probabilists, with a fairly complete coverage of theoretical
probability and selective coverage of applied topics. The purpose of
the book is to provide an account of the most significant results in
probability obtained in China in the past few decades and to promote
communication between probabilists in China and those in other
countries. This collection will be of interest to graduate students
and researchers in mathematics and probability theory, as well as to
researchers in such areas as physics, engineering, biochemistry, and
information science.

Among the topics covered here are:
stochastic analysis, stochastic differential equations, Dirichlet
forms, Brownian motion and diffusion, potential theory, geometry of
manifolds, semi-martingales, jump Markov processes, interacting
particle systems, entropy production of Markov processes, renewal
sequences and \(p\)-functions, multi-parameter stochastic
processes, stationary random fields, limit theorems, strong
approximations, large deviations, stochastic control systems, and
probability problems in information theory.

# Table of Contents

## Probability Theory and Its Applications in China

- Contents ix10 free
- Preface xi12 free
- Contributors xiii14 free
- Stochastic control systems 118 free
- Jump processes and particle systems 2340
- Multi-parameter stochastic processes 5976
- Stationary random field: predication theory, Markov models, limit theorems 7996
- Some results of semimartingales and jump processes 103120
- Q-matrix problem 127144
- Summary of recent research accomplishments in Markov processes and Markov fields at Wuhan University 149166
- The study and development of probability problems in information theory in China 169186
- Some recent development of stochastic calculus in China 177194
- Renewal sequences, p-functions, their extensions and related topics 187204
- Brownian motions and the geometry of manifolds 207224
- Contribution to the limit theorems 221238
- Some new results concerning Dirichlet forms, Feynman-Kac semigroups and Schrodinger equations 239256
- The reversibility and the entropy production of Markov processes 255272
- Theory and applications of stochastic differential equations in China 263280
- Progress concerning Brownian motion and classical potential theory in China 281298
- Some recent results on the strong LLN and the LIL in Banach spaces 301318
- A review of studies in probability theory and stochastic analysis 313330
- On symmetric diffusion processes 329346