| 書(shū)目名稱 | Stochastic Processes: General Theory | | 編輯 | M. M. Rao | | 視頻video | http://file.papertrans.cn/879/878141/878141.mp4 | | 叢書(shū)名稱 | Mathematics and Its Applications | | 圖書(shū)封面 |  | | 描述 | .Stochastic Processes: General Theory. starts with thefundamental existence theorem of Kolmogorov, together with several ofits extensions to stochastic processes. It treats the functiontheoretical aspects of processes and includes an extended account ofmartingales and their generalizations. Various compositions of (quasi-or semi-)martingales and their integrals are given. Here the Bochnerboundedness principle plays a unifying role: a unique feature of thebook. Applications to higher order stochastic differential equationsand their special features are presented in detail. Stochasticprocesses in a manifold and multiparameter stochastic analysis arealso discussed. Each of the seven chapters includes complements,exercises and extensive references: many avenues of research aresuggested. .The book is a completely revised and enlarged version of the author‘s.Stochastic Processes and Integration. (Noordhoff, 1979). The newtitle reflects the content and generality of the extensive amount ofnew material. ..Audience:. Suitable as a text/reference for second year graduateclasses and seminars. A knowledge of real analysis, including Lebesgueintegration, is a prerequisite. . | | 出版日期 | Book 1995 | | 關(guān)鍵詞 | Martingal; Martingale; Parameter; stochastic differential equation; stochastic processes; ordinary differ | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4757-6598-4 | | isbn_softcover | 978-1-4419-4749-9 | | isbn_ebook | 978-1-4757-6598-4 | | copyright | Springer-Verlag US 1995 |
The information of publication is updating
|
|
|Archiver|手機(jī)版|小黑屋|
派博傳思國(guó)際
( 京公網(wǎng)安備110108008328)
GMT+8, 2026-1-21 19:07
發(fā)表于 2025-3-21 17:15:36
