Share
stochastic processes: general theory
Rao (Author)
·
springer publishing map
· Physical Book
stochastic processes: general theory - rao
Choose the list to add your product or create one New List
✓ Product added successfully to the Wishlist.
Go to My Wishlists
Origin: U.S.A.
(Import costs included in the price)
It will be shipped from our warehouse between
Friday, July 19 and
Friday, July 26.
You will receive it anywhere in United Kingdom between 1 and 3 business days after shipment.
Synopsis "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 authors 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.
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
All books in our catalog are Original.
The book is written in English.
✓ Producto agregado correctamente al carro, Ir a Pagar.