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Kniha Stochastic Processes: General Theory Malempati M. Rao

Stochastic Processes: General Theory

Autor: Malempati M. Rao
Jazyk: Angličtina
Vazba: Pevná
Vydavatel: Springer Netherlands
Dostupnost: Skladem u dodavatele v malém množství
Odesíláme za 13-18 dnů
2 567 Kč
Stochastic Processes: General Theory starts with the fundamental existence theorem of Kolmogorov, to...

Informace o knize

Autor
Malempati M. Rao
Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
1995
Stránek
628
EAN
9780792337256
ISBN
0792337255
Enbook ID
05250313
Vydavatel
Springer Netherlands
Hmotnost
1382
Rozměry
209 x 40 x 34

Kompletní popis

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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