Foundations of the prediction process:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Oxford
Clarendon Press
1992
|
| Series: | Oxford studies in probability
1 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XII, 248 S. |
| ISBN: | 0198535937 |
Staff View
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| 245 | 1 | 0 | |a Foundations of the prediction process |c Frank B. Knight |
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Record in the Search Index
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| adam_text |
Contents
List of symbols ix
Introduction 1
1. The measure theoretic prediction process 15
2. Topological considerations and prediction space:
application to Markov processes 41
2.1 The prediction topology 41
2.2 Application to Markov processes 51
2.3 Prediction space: Ray processes and right processes 62
2.4 Compactifications and the Ray space 80
Appendix 89
3. Gaussian processes and the prediction
process in the wide sense 91
3.1 The structure of a measurable Gaussian process 91
3.2 Specialization to continuous covariances 123
Appendix 141
4. A classification of measurable processes 144
4.1 Introduction 144
4.2 The continuous prediction processes: intrinsic diffusion 149
4.3 Classification of discontinuities 151
5. Prediction of measurable processes 165
5.1 Introduction 165
5.2 Strict sense prediction of square integrable processes 171
6. Application to concrete examples, and ramifications
of the theory 195
6.1 Application to explicit prediction 195
6.2 Adaptation to a general filtration 212
6.3 Decomposition of semimartingales, and Gaussian processes 218
6.4 Modifications of the future 229
Appendix 238
References 244
Index 247 |
| any_adam_object | 1 |
| author | Knight, Frank B. 1933-2007 |
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| ctrlnum | (OCoLC)23901824 (DE-599)BVBBV005125294 |
| 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.BV005125294 |
| illustrated | Not Illustrated |
| indexdate | 2025-03-12T17:00:48Z |
| institution | BVB |
| isbn | 0198535937 |
| language | English |
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| physical | XII, 248 S. |
| publishDate | 1992 |
| publishDateSearch | 1992 |
| publishDateSort | 1992 |
| publisher | Clarendon Press |
| record_format | marc |
| series | Oxford studies in probability |
| series2 | Oxford studies in probability |
| spelling | Knight, Frank B. 1933-2007 Verfasser (DE-588)171065948 aut Foundations of the prediction process Frank B. Knight Oxford Clarendon Press 1992 XII, 248 S. txt rdacontent n rdamedia nc rdacarrier Oxford studies in probability 1 Processus stochastiques Processus stochastiques ram Stochastische processen gtt Voorspellingen gtt Waarschijnlijkheidstheorie gtt Stochastic processes Vorhersagetheorie (DE-588)4188671-9 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Vorhersagetheorie (DE-588)4188671-9 s DE-604 Stochastischer Prozess (DE-588)4057630-9 s Oxford studies in probability 1 (DE-604)BV005125282 1 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003152191&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Knight, Frank B. 1933-2007 Foundations of the prediction process Oxford studies in probability Processus stochastiques Processus stochastiques ram Stochastische processen gtt Voorspellingen gtt Waarschijnlijkheidstheorie gtt Stochastic processes Vorhersagetheorie (DE-588)4188671-9 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| subject_GND | (DE-588)4188671-9 (DE-588)4057630-9 |
| title | Foundations of the prediction process |
| title_auth | Foundations of the prediction process |
| title_exact_search | Foundations of the prediction process |
| title_full | Foundations of the prediction process Frank B. Knight |
| title_fullStr | Foundations of the prediction process Frank B. Knight |
| title_full_unstemmed | Foundations of the prediction process Frank B. Knight |
| title_short | Foundations of the prediction process |
| title_sort | foundations of the prediction process |
| topic | Processus stochastiques Processus stochastiques ram Stochastische processen gtt Voorspellingen gtt Waarschijnlijkheidstheorie gtt Stochastic processes Vorhersagetheorie (DE-588)4188671-9 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| topic_facet | Processus stochastiques Stochastische processen Voorspellingen Waarschijnlijkheidstheorie Stochastic processes Vorhersagetheorie Stochastischer Prozess |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003152191&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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