辛拉所著的《概率和随机(英文版)》是一部兼顾理论和应用的，讲述概率和随机研究生教材。本书的风格仍然是这个系列的延续，注重随机过程的理论，但却非一味强调理论和抽象，也兼顾应用。

本书是现代概率论和随机过程理论导论，其中收录了许多学科内的优秀论文可供学科爱好者参考研究。

Preface

Frequently Used Notation

Ⅰ Measure and Integration

 1 Measurable Spaces

 2 Measurable Functions

 3 Measures

 4 Integration

 5 Transforms and Indefinite Integrals

 6 Kernels and Product Spaces

Ⅱ Probability Spaces

 1 Probability Spaces and Random Variables

 2 Expectations

 3 LP—spaces and Uniform Integrability

 4 Information and Determinability

 5 Independence

Ⅲ Convergence

 1 Convergence of Real Sequences

 2 Almost Sure Convergence

 3 Convergence in Probability

 4 Convergencein Lp

 5 Weak Convergence

 6 Laws ofLarge Numbers

 7 Convergence ofSeries

 8 CentraILimits

Ⅳ Conditioning

 1 Conditional Expectations

 2 Conditional Probabilities and Distributions

 3 Conditionallndependence

 4 Construction of Probability Spaces

 5 Special Constructions

Ⅴ Martingales and Stochastics

 1 Filtrations and Stopping Times

 2 Martingales

 3 Martingale Transformations and Maxima

 4 Martingale Convergence

 5 Martingales in Continuous Time

 6 Martingale Characterizations for Wiener and Poisson

 7 Standard Filtrations and Modifications of Martingales

Ⅵ Poisson Random Measures

 1 Random Measures

 2 Poisson Random Measures

 3 Transformations

 4 Additive Random Measures and Levy Processes

 5 Poisson Processes

 6 Poisson Integrals and Self—exciting Processes

Ⅶ Levy Processes

 1 Introduction

 2 Stable Processes

 3 Levy Processes on Standard Settings

 4 Characterizations for Wiener and Poisson

 5 Ito—Levy Decomposition

 6 Subordination

 7 Increasing Levy Processes

Ⅷ Brownian Motion

 1 Introduction

 2 Hitting Times and Recurrence Times

 3 Hitting Times and Running Maximum

 4 Wiener and its Maximum

 5 Zeros，LocaITimes

 6 Excursions

 7 Path Properties

 8 Existence

Ⅸ Markov Processes

 1 Markov Property

 2 Ito Diffusions

 3 Jump—Diffusions

 4 Markov Systems

 5 Hunt Processes

 6 Potentials and Excessive Functions

 7 Appendix：Stochastic Integration

Notes and Comments

Bibliography

Index