Stochastic Processes: General Theory / Mathematics and Its Applications Bd.342 (PDF)
(Sprache: Englisch)
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...
sofort als Download lieferbar
eBook (pdf)
Fr. 118.00
inkl. MwSt.
- Kreditkarte, Paypal, Rechnung
- Kostenloser tolino webreader
Produktdetails
Produktinformationen zu „Stochastic Processes: General Theory / Mathematics and Its Applications Bd.342 (PDF)“
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.
Bibliographische Angaben
- Autor: Malempati M. Rao
- 2013, 1995, 628 Seiten, Englisch
- Verlag: Springer, New York
- ISBN-10: 1475765983
- ISBN-13: 9781475765984
- Erscheinungsdatum: 14.03.2013
Abhängig von Bildschirmgrösse und eingestellter Schriftgrösse kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: PDF
- Grösse: 49 MB
- Mit Kopierschutz
- Vorlesefunktion
Sprache:
Englisch
Kopierschutz
Dieses eBook können Sie uneingeschränkt auf allen Geräten der tolino Familie lesen. Zum Lesen auf sonstigen eReadern und am PC benötigen Sie eine Adobe ID.
Kommentar zu "Stochastic Processes: General Theory / Mathematics and Its Applications Bd.342"
0 Gebrauchte Artikel zu „Stochastic Processes: General Theory / Mathematics and Its Applications Bd.342“
Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
---|
Schreiben Sie einen Kommentar zu "Stochastic Processes: General Theory / Mathematics and Its Applications Bd.342".
Kommentar verfassen