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Foundations of Stochastic Analysis (Dover Books on Mathematics) - Softcover
Book 26 of 30: Probability and Mathematical Statistics
Synopsis
Stochastic analysis involves the study of a process involving a randomly determined sequence of observations, each of which represents a sample of one element of probability distribution. This volume considers fundamental theories and contrasts the natural interplay between real and abstract methods.
Starting with the introduction of the basic Kolmogorov-Bochner existence theorem, the text explores conditional expectations and probabilities as well as projective and direct limits. Subsequent chapters examine several aspects of discrete martingale theory, including applications to ergodic theory, likelihood ratios, and the Gaussian dichotomy theorem. Prerequisites include a standard measure theory course. No prior knowledge of probability is assumed; therefore, most of the results are proved in detail. Each chapter concludes with a problem section that features many hints and facts, including the most important results in information theory.
Starting with the introduction of the basic Kolmogorov-Bochner existence theorem, the text explores conditional expectations and probabilities as well as projective and direct limits. Subsequent chapters examine several aspects of discrete martingale theory, including applications to ergodic theory, likelihood ratios, and the Gaussian dichotomy theorem. Prerequisites include a standard measure theory course. No prior knowledge of probability is assumed; therefore, most of the results are proved in detail. Each chapter concludes with a problem section that features many hints and facts, including the most important results in information theory.
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Foundations of Stochastic Analysis (Dover Books on Mathematics)
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Foundations of Stochastic Analysis
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Foundations of Stochastic Analysis
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Soft cover. Condition: New. New; pristine. See scans and description. Mineola, NY: Dover Publications, Inc., 2011. 'Foundations of Stochastic Analysis', by M.M. Rao. Original Rao copyright was in1981; original publication was by Academic Press, Inc. in 1981. Octavo, glossy illustrated perfect-bound wraps, 317 pp. (xi + 295 +11 pp Dover catalog). New; flawless. See scans. L90. Seller Inventory # 62672
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Foundations of Stochastic Analysis (Dover Books on Mathematics)
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