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Stochastic Processes: General Theory

Name: Stochastic Processes: General Theory
Brand: Springer Netherlands
SKU: 9780792337256
Price: 471.98 PLN
Availability: InStock

Autor: Malempati M. Rao

Język:

Oprawa: Twarda

Wydawca: Springer Netherlands

Dostępność: Dostępna u dostawcy w małych ilościach

Wysyłamy za 13-18 dni

471.98 zł

Stochastic Processes: General Theory starts with the fundamental existence theorem of Kolmogorov, to...

Informacje o książce

Autor

Malempati M. Rao

Język

Angielski

Oprawa

Książka - Twarda

Data wydania

1995

strony

628

EAN

9780792337256

ISBN

0792337255

Enbook ID

05250313

Wydawca

Springer Netherlands

Waga

1382

Wymiary

209 x 40 x 34

Pełny opis

Stochastic Processes: General Theory starts with the fundamental existence theorem of Kolmogorov, together with several of its extensions to stochastic processes. It treats the function theoretical aspects of processes and includes an extended account of martingales and their generalizations. Various compositions of (quasi- or semi-)martingales and their integrals are given. Here the Bochner boundedness principle plays a unifying role: a unique feature of the book. Applications to higher order stochastic differential equations and their special features are presented in detail. Stochastic processes in a manifold and multiparameter stochastic analysis are also discussed. Each of the seven chapters includes complements, exercises and extensive references: many avenues of research are suggested. §The book is a completely revised and enlarged version of the author's Stochastic Processes and Integration (Noordhoff, 1979). The new title reflects the content and generality of the extensive amount of new material. §Audience: Suitable as a text/reference for second year graduate classes and seminars. A knowledge of real analysis, including Lebesgue integration, is a prerequisite. §

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