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Stochastic Processes : Inference Theory
Bok av Malempati M Rao
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.
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Stochastic Processes - Inference TheoryEngelska - Pocket
ISBN: 9783319374345
ISBN: 9783319374345
Stochastic Processes - Inference TheoryEngelska - Inbunden
ISBN: 9783319121710
ISBN: 9783319121710
Stochastic Processes: General TheoryEngelska - E-bok
ISBN: 9781475765984
ISBN: 9781475765984
Stochastic Processes: General TheoryEngelska - Inbunden
ISBN: 9780792337256
ISBN: 9780792337256
Stochastic Processes: General TheoryEngelska - Pocket
ISBN: 9781441947499
ISBN: 9781441947499
Stochastic Processes : Inference TheoryEngelska - Inbunden
ISBN: 9780792363248
ISBN: 9780792363248
Rao, Malempati M.: Stochastic ProcessesOkänt
ISBN: 9781441948328
ISBN: 9781441948328
Stochastic Processes - Inference TheoryEngelska - E-bok
ISBN: 9783319121727
ISBN: 9783319121727
Stochastic Processes : Inference TheoryEngelska - E-bok
ISBN: 9781475765960
ISBN: 9781475765960
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