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Theory and Statistical Applications of Stochastic Processes
Yuliya Mishura
(Author)
·
Georgiy Shevchenko
(Author)
·
Wiley-Iste
· Hardcover
Theory and Statistical Applications of Stochastic Processes - Mishura, Yuliya ; Shevchenko, Georgiy
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Synopsis "Theory and Statistical Applications of Stochastic Processes"
This book is concerned with the theory of stochastic processes and the theoretical aspects of statistics for stochastic processes. It combines classic topics such as construction of stochastic processes, associated filtrations, processes with independent increments, Gaussian processes, martingales, Markov properties, continuity and related properties of trajectories with contemporary subjects: integration with respect to Gaussian processes, Itȏ integration, stochastic analysis, stochastic differential equations, fractional Brownian motion and parameter estimation in diffusion models.
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All books in our catalog are Original.
The book is written in English.
The binding of this edition is Hardcover.
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