Kod: 05257136
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 include ... więcej
569.15 zł
Potrzebujesz więcej egzemplarzy?Jeżeli jesteś zainteresowany zakupem większej ilości egzemplarzy, skontaktuj się z nami, aby sprawdzić ich dostępność.
Za ten zakup dostaniesz 331 punkty
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. §
Kategoria Książki po angielsku Mathematics & science Mathematics Probability & statistics
569.15 zł
Od roku 2008 obsłużyliśmy wielu miłośników książek, ale dla nas każdy był tym wyjątkowym.
Copyright! ©2008-24 libristo.pl Wszelkie prawa zastrzeżonePrywatnieCookies
Dobre na wszystkich stronach
Koszyk ( pusty )