 |
|
|
Item Details
| Title:
|
STOCHASTIC PROCESSES: GENERAL THEORY
|
| By: |
Malempati M. Rao |
| Format: |
Hardback |
| List price:
|
£97.00 |
|
We currently do not stock this item, please contact the publisher directly for
further information.
|
|
|
|
|
|
| ISBN 10: |
0792337255 |
| ISBN 13: |
9780792337256 |
| Publisher: |
SPRINGER |
| Pub. date: |
31 October, 1995 |
| Edition: |
1995 ed. |
| Series: |
Mathematics and Its Applications 342 |
| Pages: |
628 |
| Description: |
This study contains 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. |
| Synopsis: |
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. |
| Illustrations: |
XII, 628 p. |
| Publication: |
Netherlands |
| Imprint: |
Springer |
| Returns: |
Returnable |
|
|
|
 |
|
|
|
|
|
No Cheese, Please!
A fun picture book for children with food allergies - full of friendship and super-cute characters!Little Mo the mouse is having a birthday party.
|
My Brother Is a Superhero
Luke is massively annoyed about this, but when Zack is kidnapped by his arch-nemesis, Luke and his friends have only five days to find him and save the world...
|
|
|
|
|