Investigates the distributions of functionals defined on the sample paths of stochastic processes. This book contains systematic exposition and applications of three general research methods developed by the authors. Series: Translations of Mathematical Monographs. Num Pages: 184 pages. BIC Classification: PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 267 x 184. Weight in Grams: 567. . 1998. Hardcover. . . . .

Seller Inventory # V9780821805848

Contact seller

Report this item

Bibliographic Details

Title: Local Properties of Distributions of Stochastic Functionals (Translations of Mathematical Monographs)
Publisher: American Mathematical Society
Publication Date: 1998
Language: English
ISBN 10: 0821805843
ISBN 13: 9780821805848
Binding: Hardcover
Condition: New

About this title

Synopsis

This book investigates the distributions of functionals defined on the sample paths of stochastic processes. It contains systematic exposition and applications of three general research methods developed by the authors. (i) The method of stratifications is used to study the problem of absolute continuity of distribution for different classes of functionals under very mild smoothness assumptions. It can be used also for evaluation of the distribution density of the functional. (ii) The method of differential operators is based on the abstract formalism of differential calculus and proves to be a powerful tool for the investigation of the smoothness properties of the distributions. (iii) The superstructure method, which is a later modification of the method of stratifications, is used to derive strong limit theorems (in the variation metric) for the distributions of stochastic functionals under weak convergence of the processes. Various application examples concern the functionals of Gaussian, Poisson and diffusion processes as well as partial sum processes from the Donsker-Prokhorov scheme. The research methods and basic results in this book are presented here in monograph form for the first time. The text would be suitable for a graduate course in the theory of stochastic processes and related topics.

Language Notes

Text: English (translation)
Original Language: Russian

"About this title" may belong to another edition of this title.

Store Description

Kennys.ie is the largest exporter of books from Ireland currently exporting to approximately 100 countries around the world. Kennys Bookshop houses hundreds of thousands of books and specialises in collection development and library services, supplying booksellers and state and university libraries on a global scale including the U.S.A.,Japan and Europe. Kennys.ie is Ireland's Largest Online Bookshop.

Visit Seller's Storefront

Seller's business information

Kennys Bookshop and Art Galleries (Holdings) Limited
Liosb�n Retail Park, Tuam Road, Galway, H91 N5P8, Ireland

Sale & Shipping Terms

Terms of Sale

Terms of Sale - Credit Cards: Visa, Master Card, American Express, Diner.
Payment can also be made by bank draft in Euros, drawn on an Irish Bank.

We regret that PO Boxes are not acceptable to the U.S. as our courier will not deliver to them.

In case of returns or queries please contact us by email books@kennys.ie or by phone +353 91 709350

VAT Registration - IE2238521A

Conor Kenny

Shipping Terms

Free Shipping

Shipping rates from Ireland to U.S.A.

Shipping rates from Ireland to U.S.A.
Order quantity	12 to 22 business days	10 to 20 business days
First item	US$ 10.91	US$ 13.21

Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.