Local Properties of Distributions of Stochastic Functionals (Translations of Mathematical Monographs)

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9780821805848: Local Properties of Distributions of Stochastic Functionals (Translations of Mathematical Monographs)

This book investigates the distributions of functionals defined on the sample paths of stochastic processes. It contains systematic exposition and applications of three general research methods developed by the authors. (i) The method of stratifications is used to study the problem of absolute continuity of distribution for different classes of functionals under very mild smoothness assumptions. It can be used also for evaluation of the distribution density of the functional. (ii) The method of differential operators is based on the abstract formalism of differential calculus and proves to be a powerful tool for the investigation of the smoothness properties of the distributions. (iii) The superstructure method, which is a later modification of the method of stratifications, is used to derive strong limit theorems (in the variation metric) for the distributions of stochastic functionals under weak convergence of the processes. Various application examples concern the functionals of Gaussian, Poisson and diffusion processes as well as partial sum processes from the Donsker-Prokhorov scheme. The research methods and basic results in this book are presented here in monograph form for the first time. The text would be suitable for a graduate course in the theory of stochastic processes and related topics.

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Language Notes:

Text: English (translation)
Original Language: Russian

Review:

A very interesting book. --Mathematical Reviews

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Yu A. Davydov, M. A. Lifshits, N. V. Smorodina
Editore: American Mathematical Society, United States (1998)
ISBN 10: 0821805843 ISBN 13: 9780821805848
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Descrizione libro American Mathematical Society, United States, 1998. Hardback. Condizione libro: New. Language: English . Brand New Book. This book investigates the distributions of functionals defined on the sample paths of stochastic processes. It contains systematic exposition and applications of three general research methods developed by the authors. The method of stratifications is used to study the problem of absolute continuity of distribution for different classes of functionals under very mild smoothness assumptions. It can be used also for evaluation of the distribution density of the functional. The method of differential operators is based on the abstract formalism of differential calculus and proves to be a powerful tool for the investigation of the smoothness properties of the distributions. The superstructure method, which is a later modification of the method of stratifications, is used to derive strong limit theorems (in the variation metric) for the distributions of stochastic functionals under weak convergence of the processes.Various application examples concern the functionals of Gaussian, Poisson and diffusion processes as well as partial sum processes from the Donsker-Prokhorov scheme. The research methods and basic results in this book are presented here in monograph form for the first time.The text would be suitable for a graduate course in the theory of stochastic processes and related topics. Codice libro della libreria AAN9780821805848

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Yu A. Davydov, M. A. Lifshits, N. V. Smorodina
Editore: American Mathematical Society, United States (1998)
ISBN 10: 0821805843 ISBN 13: 9780821805848
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Descrizione libro American Mathematical Society, United States, 1998. Hardback. Condizione libro: New. Language: English . Brand New Book. This book investigates the distributions of functionals defined on the sample paths of stochastic processes. It contains systematic exposition and applications of three general research methods developed by the authors. The method of stratifications is used to study the problem of absolute continuity of distribution for different classes of functionals under very mild smoothness assumptions. It can be used also for evaluation of the distribution density of the functional. The method of differential operators is based on the abstract formalism of differential calculus and proves to be a powerful tool for the investigation of the smoothness properties of the distributions. The superstructure method, which is a later modification of the method of stratifications, is used to derive strong limit theorems (in the variation metric) for the distributions of stochastic functionals under weak convergence of the processes.Various application examples concern the functionals of Gaussian, Poisson and diffusion processes as well as partial sum processes from the Donsker-Prokhorov scheme. The research methods and basic results in this book are presented here in monograph form for the first time.The text would be suitable for a graduate course in the theory of stochastic processes and related topics. Codice libro della libreria AAN9780821805848

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Descrizione libro American Mathematical Society, 1998. HRD. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria CE-9780821805848

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Yu A. Davydov, M. A. Lifshits, N. V. Smorodina
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Descrizione libro American Mathematical Society. Hardback. Condizione libro: new. BRAND NEW, Local Properties of Distributions of Stochastic Functionals, Yu A. Davydov, M. A. Lifshits, N. V. Smorodina, This book investigates the distributions of functionals defined on the sample paths of stochastic processes. It contains systematic exposition and applications of three general research methods developed by the authors. The method of stratifications is used to study the problem of absolute continuity of distribution for different classes of functionals under very mild smoothness assumptions. It can be used also for evaluation of the distribution density of the functional. The method of differential operators is based on the abstract formalism of differential calculus and proves to be a powerful tool for the investigation of the smoothness properties of the distributions. The superstructure method, which is a later modification of the method of stratifications, is used to derive strong limit theorems (in the variation metric) for the distributions of stochastic functionals under weak convergence of the processes.Various application examples concern the functionals of Gaussian, Poisson and diffusion processes as well as partial sum processes from the Donsker-Prokhorov scheme. The research methods and basic results in this book are presented here in monograph form for the first time. The text would be suitable for a graduate course in the theory of stochastic processes and related topics. Codice libro della libreria B9780821805848

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Yu. A. Davydov; M. A. Lifshits; N. V. Smorodina
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ISBN 10: 0821805843 ISBN 13: 9780821805848
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Descrizione libro American Mathematical Society, 1998. Hardcover. Condizione libro: New. Brand new. We distribute directly for the publisher. This book investigates the distributions of functionals defined on the sample paths of stochastic processes. It contains systematic exposition and applications of three general research methods developed by the authors.(i) The method of stratifications is used to study the problem of absolute continuity of distribution for different classes of functionals under very mild smoothness assumptions. It can be used also for evaluation of the distribution density of the functional.(ii) The method of differential operators is based on the abstract formalism of differential calculus and proves to be a powerful tool for the investigation of the smoothness properties of the distributions.(iii) The superstructure method, which is a later modification of the method of stratifications, is used to derive strong limit theorems (in the variation metric) for the distributions of stochastic functionals under weak convergence of the processes.Various application examples concern the functionals of Gaussian, Poisson and diffusion processes as well as partial sum processes from the Donsker-Prokhorov scheme.The research methods and basic results in this book are presented here in monograph form for the first time. The text would be suitable for a graduate course in the theory of stochastic processes and related topics. Codice libro della libreria 1006030006

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Descrizione libro Condizione libro: New. Depending on your location, this item may ship from the US or UK. Codice libro della libreria 97808218058480000000

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Yu. A. Davydov, M. A. Lifshits, N. V. Smorodina
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Descrizione libro American Mathematical Society, 1998. Hardcover. Condizione libro: New. Codice libro della libreria DADAX0821805843

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Yu. A. Davydov; M. A. Lifshits; N. V. Smorodina
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Descrizione libro American Mathematical Society, 1998. Hardcover. Condizione libro: New. book. Codice libro della libreria 0821805843

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Davydov, Iu. A./ Lifshits, M. A./ Smorodina, N. V.
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Descrizione libro Amer Mathematical Society, 1998. Hardcover. Condizione libro: Brand New. 184 pages. 10.50x7.25x0.75 inches. In Stock. Codice libro della libreria __0821805843

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