Studies in the Theory of Random Processes - Brossura

Skorokhod, A. V.

 
9780486642406: Studies in the Theory of Random Processes
Brossura
ISBN 10: 0486642402 ISBN 13: 9780486642406
Casa editrice: Dover Pubns, 2017

Sinossi

This text is devoted to the development of certain probabilistic methods in the specific field of stochastic differential equations and limit theorems for Markov processes. Specialists, researchers, and students in the field of probability will find it a source of important theorems as well as a remarkable amount of advanced material in compact form.
The treatment begins by introducing the basic facts of the theory of random processes and constructing the auxiliary apparatus of stochastic integrals. All proofs are presented in full. Succeeding chapters explore the theory of stochastic differential equations, permitting the construction of a broad class of Markov processes on the basis of simple processes. The final chapters are devoted to various limit theorems connected with the convergence of a sequence of Markov chains to a Markov process with continuous time. Topics include the probability method of estimating how fast the sequence converges in the limit theorems and the precision of the limit theorems.

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Informazioni sull'autore

A. V. Skorokhod (1930&;2011) was a Soviet mathematician and academician.

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Editore
Dover Pubns
Data di pubblicazione
2017
Lingua
Inglese
ISBN 10 
0486642402
ISBN 13 
9780486642406
Rilegatura
Copertina flessibile
Numero di pagine
199
Contatto del produttore
non disponibile
Persona responsabile
Soc. Agr. La Raia Ss
http://www.la-raia.it

Strada Monterotondo, 79
Novi Ligure
15067
Italia