Stochastic Processes: General Theory - Softcover

Rao, Malempati M.

 
9781475765991: Stochastic Processes: General Theory

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Synopsis

Preface. I. Introduction and foundations. II. Conditioning and martingales. III. Stochastic function theory. IV. Refinements in martingale analysis. V. Martingale decompositions and integration. VI. Stochastic integrals and differential systems. VII. Stochastic analysis on differential structures. Bibliography. Notation index. Author index. Subject index.

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Other Popular Editions of the Same Title

9780792337256: Stochastic Processes: General Theory (Mathematics and Its Applications, 342)

Featured Edition

ISBN 10:  0792337255 ISBN 13:  9780792337256
Publisher: Springer, 1995
Hardcover