Stochastic processes and integration:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Alphen aan den Rijn [u.a.]
Sijthoff & Noordhoff
1979
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Spätere Ausg. u.d.T.: Stochastic processes |
| Beschreibung: | XI, 456 Seiten |
| ISBN: | 9028604383 |
Internformat
MARC
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| 100 | 1 | |a Rao, Malempati M. |d 1929- |0 (DE-588)119519054 |4 aut | |
| 245 | 1 | 0 | |a Stochastic processes and integration |c M. M. Rao |
| 264 | 1 | |a Alphen aan den Rijn [u.a.] |b Sijthoff & Noordhoff |c 1979 | |
| 300 | |a XI, 456 Seiten | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Spätere Ausg. u.d.T.: Stochastic processes | ||
| 650 | 4 | |a Martingales (Mathematics) | |
| 650 | 4 | |a Stochastic integrals | |
| 650 | 4 | |a Stochastic processes | |
| 650 | 0 | 7 | |a Integration |g Mathematik |0 (DE-588)4072852-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastisches Integral |0 (DE-588)4126478-2 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |2 gnd |9 rswk-swf |
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| 689 | 0 | 1 | |a Integration |g Mathematik |0 (DE-588)4072852-3 |D s |
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| 689 | 1 | 0 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |D s |
| 689 | 1 | 1 | |a Stochastisches Integral |0 (DE-588)4126478-2 |D s |
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Datensatz im Suchindex
| _version_ | 1816057809469440000 |
|---|---|
| adam_text |
Contents
Preface ix
Chapter I: Introduction and foundations 1
1.1. Concept of a stochastic process and types 1
1.2. The Kolmogorov existence theorem 9
1.3. Some generalizations of the existence theorem: Projective
limits 15
1.4. Applications of projective limits 24
1.5. Complements and problems 39
Bibliographical Remarks 46
Chapter II: Conditioning and martingales 49
2.1. Definition and properties of conditioning 49
2.2. Conditional expectations as projection operators: Some
characterizations 66
2.3. Conditional probability measures 75
2.4. Martingale concepts and inequalities 94
2.5. Decompositions of martingales 107
2.6. Convergence of discrete martingales 114
2.7. Equivalence of Andersen Jessen and martingale ap¬
proaches 129
2.8. Complements and problems 133
Bibliographical Remarks 143
Chapter III: Stochastic function theory 145
3.1. Separability and related hypotheses 145
3.2. Aspects of a lifting operation 154
3.3. Separability and measurability: General case 175
3.4. Stochastic functions: Regularity properties 183
3.5. Continuous parameter martingales and convergence 193
3.6. Application to the disintegration problem 202
3.7. Conditional probabilities on infinite product spaces 208
3.8. Complements and problems 212
Bibliographical Remarks 217
VII
VIII Contents
Chapter IV: Martingale analysis and integration 219
4.1. Stopping times as a new tool 219
4.2. A calculus of real valued stopping times 235
4.3. Regularity properties of martingales 242
4.4. Some refinements in the convergence theory 260
4.5. Martingale increments and 3€" spaces 280
4.6. The Doob Meyer decomposition theory 296
4.7. Square integrable martingales and stochastic integration 319
4.8. Stochastic integrals and spectral measures on Hilbert
space 350
4.9. Complements and problems 360
Bibliographical Remarks 378
Chapter V: Semimartingales and other extensions 381
5.1. Semimartingales 381
5.2. Conformal martingales and related extensions 389
5.3. Integration relative to semimartingales 397
5.4. Extensions to processes with a multidimensional para¬
meter 406
5.5. Markovian elements and diffusion 417
5.6. Complements and problems 431
Bibliographical Remarks 439
Bibliography 441
Index 451 |
| any_adam_object | 1 |
| author | Rao, Malempati M. 1929- |
| author_GND | (DE-588)119519054 |
| author_facet | Rao, Malempati M. 1929- |
| author_role | aut |
| author_sort | Rao, Malempati M. 1929- |
| author_variant | m m r mm mmr |
| building | Verbundindex |
| bvnumber | BV002247839 |
| callnumber-first | Q - Science |
| callnumber-label | QA274 |
| callnumber-raw | QA274 |
| callnumber-search | QA274 |
| callnumber-sort | QA 3274 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | SK 820 |
| ctrlnum | (OCoLC)5800218 (DE-599)BVBBV002247839 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
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| id | DE-604.BV002247839 |
| illustrated | Not Illustrated |
| indexdate | 2024-11-18T11:01:29Z |
| institution | BVB |
| isbn | 9028604383 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-001477120 |
| oclc_num | 5800218 |
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| owner_facet | DE-91G DE-BY-TUM DE-703 DE-824 DE-29T DE-83 |
| physical | XI, 456 Seiten |
| publishDate | 1979 |
| publishDateSearch | 1979 |
| publishDateSort | 1979 |
| publisher | Sijthoff & Noordhoff |
| record_format | marc |
| spelling | Rao, Malempati M. 1929- (DE-588)119519054 aut Stochastic processes and integration M. M. Rao Alphen aan den Rijn [u.a.] Sijthoff & Noordhoff 1979 XI, 456 Seiten txt rdacontent n rdamedia nc rdacarrier Spätere Ausg. u.d.T.: Stochastic processes Martingales (Mathematics) Stochastic integrals Stochastic processes Integration Mathematik (DE-588)4072852-3 gnd rswk-swf Stochastisches Integral (DE-588)4126478-2 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 s Integration Mathematik (DE-588)4072852-3 s DE-604 Stochastisches Integral (DE-588)4126478-2 s HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001477120&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Rao, Malempati M. 1929- Stochastic processes and integration Martingales (Mathematics) Stochastic integrals Stochastic processes Integration Mathematik (DE-588)4072852-3 gnd Stochastisches Integral (DE-588)4126478-2 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| subject_GND | (DE-588)4072852-3 (DE-588)4126478-2 (DE-588)4057630-9 |
| title | Stochastic processes and integration |
| title_auth | Stochastic processes and integration |
| title_exact_search | Stochastic processes and integration |
| title_full | Stochastic processes and integration M. M. Rao |
| title_fullStr | Stochastic processes and integration M. M. Rao |
| title_full_unstemmed | Stochastic processes and integration M. M. Rao |
| title_short | Stochastic processes and integration |
| title_sort | stochastic processes and integration |
| topic | Martingales (Mathematics) Stochastic integrals Stochastic processes Integration Mathematik (DE-588)4072852-3 gnd Stochastisches Integral (DE-588)4126478-2 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| topic_facet | Martingales (Mathematics) Stochastic integrals Stochastic processes Integration Mathematik Stochastisches Integral Stochastischer Prozess |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001477120&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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