Name: stochastic processes: general theory
Price: 3432.00 TWD
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Author: rao
ISBN: 9780792337256

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portada stochastic processes: general theory

Type

Physical Book

Publisher

Springer

Author

rao

Language

English

Pages

660

ISBN

0792337255

ISBN13

9780792337256

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.