Contact
Hoe winkelen bij ons werkt
Bezorging
Winkelgids
Stochastic Processes: General Theory
Engels
249 b
Tot 30 dagen retourrecht
Klanten kochten ook
/
Dvd
22.51
€
/
Paperback
31.26
€
/
Paperback
79.51
€
/
Paperback
9.04
€
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. §
Informatie over het boek
Engels
Geef dit boek vandaag nog cadeau
Dat gaat heel eenvoudig
1 Voeg het boek toe aan je winkelwagentje en selecteer Als cadeau bezorgen 2 Je krijgt van ons per omgaand een voucher 3 Het boek wordt bezorgd op het adres van de ontvangerDit vind je misschien ook interessant
/
Paperback
10.65
€
/
Paperback
79.21
€
/
Paperback
12.36
€
/
Paperback
11.65
€
/
Paperback
32.26
€
Hoi! Ik ben Libroamiko, je boekadviseur.
Hoe kan ik je helpen?