This concise textbook begins with generalities related to probability theory, measure theory, and the general idea of random process, and then proceeds through more advanced topics, including the Wiender process, Martingales, stationary processes, infinitely divisible processes, and It( stochastic integrals. For the most part, the chapters are independent of one another and can be read in any order. Annotation c. Book News, Inc., Portland, OR (booknews.com)
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Seller: Revaluation Books, Exeter, United Kingdom
Hardcover. Condition: Brand New. 230 pages. 10.00x7.00x0.75 inches. In Stock. Seller Inventory # 0821829858
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Seller: Antiquariat Bernhardt, Kassel, Germany
Karton Karton. Condition: Sehr gut. 230 Seiten, mit Abbildungen, Zust: Gutes Exemplar. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden mit der deutschen Post. Sprache: Englisch Gewicht in Gramm: 648. Seller Inventory # 494194
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HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000. Seller Inventory # FW-9780821829851
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Seller: Kennys Bookstore, Olney, MD, U.S.A.
Condition: New. Discusses the theory of stochastic processes. This book presents basics of discrete time martingales. It includes such topics as Wiener process, stationary processes, infinitely divisible processes, and Ito stochastic equations. Series: Graduate Studies in Mathematics. Num Pages: 240 pages, bibliography, index. BIC Classification: PBT; PBWL. Category: (P) Professional & Vocational. Dimension: 254 x 178. Weight in Grams: 652. . 2002. Hardcover. . . . . Books ship from the US and Ireland. Seller Inventory # V9780821829851
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Hardcover. Condition: Like New. Like New .Ships From Multiple Locations. book. Seller Inventory # ERICA79108218298586
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Seller: Rarewaves.com UK, London, United Kingdom
Hardback. Condition: New. This book concentrates on some general facts and ideas of the theory of stochastic processes. The topics include the Wiener process, stationary processes, infinitely divisible processes, and Ito stochastic equations. Basics of discrete time martingales are also presented and then used in one way or another throughout the book. Another common feature of the main body of the book is using stochastic integration with respect to random orthogonal measures. In particular, it is used for spectral representation of trajectories of stationary processes and for proving that Gaussian stationary processes with rational spectral densities are components of solutions to stochastic equations.In the case of infinitely divisible processes, stochastic integration allows for obtaining a representation of trajectories through jump measures. The Ito stochastic integral is also introduced as a particular case of stochastic integrals with respect to random orthogonal measures. Although it is not possible to cover even a noticeable portion of the topics listed above in a short book, it is hoped that after having followed the material presented here, the reader will have acquired a good understanding of what kind of results are available and what kind of techniques are used to obtain them. With more than 100 problems included, the book can serve as a text for an introductory course on stochastic processes or for independent study. Other works by this author published by the AMS include, ""Lectures on Elliptic and Parabolic Equations in Holder Spaces"" and ""Introduction to the Theory of Diffusion Processes"". Seller Inventory # LU-9780821829851
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Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
Condition: New. Discusses the theory of stochastic processes. This book presents basics of discrete time martingales. It includes such topics as Wiener process, stationary processes, infinitely divisible processes, and Ito stochastic equations. Series: Graduate Studies in Mathematics. Num Pages: 240 pages, bibliography, index. BIC Classification: PBT; PBWL. Category: (P) Professional & Vocational. Dimension: 254 x 178. Weight in Grams: 652. . 2002. Hardcover. . . . . Seller Inventory # V9780821829851
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Seller: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, Germany
Condition: gut. 2002. Introduction to the Theory of Random Processes (Graduate Studies in Mathematics, Volume 43) In englischer Sprache. pages. Seller Inventory # BN492832
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