Fr. 160.90

Stochastic Processes: General Theory

Inglese · Copertina rigida

Spedizione di solito entro 3 a 5 settimane (il titolo viene procurato in modo speciale)

Descrizione

Ulteriori informazioni

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.

Sommario

I: Introduction and foundations.- II: Conditioning and martingales.- III: Stochastic function theory.- IV: Refinements in martingale analysis.- V: Martingale decompositions and integration.- VI: Stochastic integrals and differential systems.- VII: Stochastic analysis on differential structures.- Notation index.- Author index.

Dettagli sul prodotto

Autori M. M. Rao, Malempati M Rao, Malempati M. Rao, Rao M M, Rao M. M.
Editore Springer Netherlands
 
Lingue Inglese
Formato Copertina rigida
Pubblicazione 12.04.2011
 
EAN 9780792337256
ISBN 978-0-7923-3725-6
Pagine 628
Dimensioni 209 mm x 40 mm x 262 mm
Peso 1382 g
Illustrazioni XII, 628 p.
Serie Mathematics and Its Applications
Environmental Science and Tech
Mathematics and Its Applications
Mathematics and Its Applicatio
Environmental Science and Tech
Categoria Scienze naturali, medicina, informatica, tecnica > Matematica > Teoria delle probabilità, stocastica, statistica matematica

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