Stochastic Processes: General Theory
- Indbinding:
- Hardback
- Sideantal:
- 628
- Udgivet:
- 31. oktober 1995
- Udgave:
- 1995
- Størrelse:
- 178x35x254 mm.
- Vægt:
- 1315 g.
- 8-11 hverdage.
- 10. december 2024
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Forlænget returret til d. 31. januar 2025
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- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding
Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.
Beskrivelse af Stochastic Processes: General Theory
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.
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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- Business og læring > Videnskab
- Lægevidenskab og sygepleje
- Matematik og naturvidenskab > Matematik > Regning og matematisk analyse > Funktionsanalyse og transformation
- Matematik og naturvidenskab > Matematik > Regning og matematisk analyse > Differentialregning og differentialligninger
- Matematik og naturvidenskab > Matematik > Sandsynlighedsregning og statistik
- Matematik og naturvidenskab > Matematik > Anvendt matematik > Stokastik
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