Stochastic Processes: General Theory:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Boston, MA
Springer US
1995
|
| Schriftenreihe: | Mathematics and Its Applications
342 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 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 |
| Beschreibung: | 1 Online-Ressource (XII, 628 p) |
| ISBN: | 9781475765984 9781441947499 |
| DOI: | 10.1007/978-1-4757-6598-4 |
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| 490 | 0 | |a Mathematics and Its Applications |v 342 | |
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Datensatz im Suchindex
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| author | Rao, M. M. |
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| discipline | Mathematik |
| doi_str_mv | 10.1007/978-1-4757-6598-4 |
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| indexdate | 2024-07-10T01:21:09Z |
| institution | BVB |
| isbn | 9781475765984 9781441947499 |
| language | English |
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| spelling | Rao, M. M. Verfasser aut Stochastic Processes: General Theory by M. M. Rao Boston, MA Springer US 1995 1 Online-Ressource (XII, 628 p) txt rdacontent c rdamedia cr rdacarrier Mathematics and Its Applications 342 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 Mathematics Differential Equations Functions, special Distribution (Probability theory) Statistics Probability Theory and Stochastic Processes Special Functions Ordinary Differential Equations Statistics, general Mathematik Statistik Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Integration Mathematik (DE-588)4072852-3 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 s Integration Mathematik (DE-588)4072852-3 s 1\p DE-604 https://doi.org/10.1007/978-1-4757-6598-4 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Rao, M. M. Stochastic Processes: General Theory Mathematics Differential Equations Functions, special Distribution (Probability theory) Statistics Probability Theory and Stochastic Processes Special Functions Ordinary Differential Equations Statistics, general Mathematik Statistik Stochastischer Prozess (DE-588)4057630-9 gnd Integration Mathematik (DE-588)4072852-3 gnd |
| subject_GND | (DE-588)4057630-9 (DE-588)4072852-3 |
| title | Stochastic Processes: General Theory |
| title_auth | Stochastic Processes: General Theory |
| title_exact_search | Stochastic Processes: General Theory |
| title_full | Stochastic Processes: General Theory by M. M. Rao |
| title_fullStr | Stochastic Processes: General Theory by M. M. Rao |
| title_full_unstemmed | Stochastic Processes: General Theory by M. M. Rao |
| title_short | Stochastic Processes: General Theory |
| title_sort | stochastic processes general theory |
| topic | Mathematics Differential Equations Functions, special Distribution (Probability theory) Statistics Probability Theory and Stochastic Processes Special Functions Ordinary Differential Equations Statistics, general Mathematik Statistik Stochastischer Prozess (DE-588)4057630-9 gnd Integration Mathematik (DE-588)4072852-3 gnd |
| topic_facet | Mathematics Differential Equations Functions, special Distribution (Probability theory) Statistics Probability Theory and Stochastic Processes Special Functions Ordinary Differential Equations Statistics, general Mathematik Statistik Stochastischer Prozess Integration Mathematik |
| url | https://doi.org/10.1007/978-1-4757-6598-4 |
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