Stochastic Processes: General Theory: 342 - Rilegato

Rao, Malempati M.

 
9780792337256: Stochastic Processes: General Theory: 342
Rilegato
ISBN 10: 0792337255 ISBN 13: 9780792337256
Casa editrice: SPRINGER NATURE, 1995

Sinossi

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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Contenuti

Preface. 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. Bibliography. Notation index. Author index. Subject index.

Product Description

Book by Rao Malempati M

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Editore
SPRINGER NATURE
Data di pubblicazione
1995
Lingua
Inglese
ISBN 10 
0792337255
ISBN 13 
9780792337256
Rilegatura
Copertina rigida
Numero di pagine
628
Contatto del produttore
non disponibile
Persona responsabile
ProductSafety@springernature.com
ProductSafety@springernature.com

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Altre edizioni note dello stesso titolo

9781441947499: Stochastic Processes: General Theory: 342

Edizione in evidenza

ISBN 10:  1441947493 ISBN 13:  9781441947499
Casa editrice: Springer, 2010
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