عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9781441947499
(Number (ISBN
9781475765984
NATIONAL BIBLIOGRAPHY NUMBER
Number
dltt
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Stochastic Processes: General Theory
General Material Designation
[Book]
First Statement of Responsibility
by M. M. Rao.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Boston, MA :
Name of Publisher, Distributor, etc.
Imprint: Springer,
Date of Publication, Distribution, etc.
1995.
SERIES
Series Title
Mathematics and Its Applications ;
Volume Designation
342
CONTENTS NOTE
Text of Note
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 -- Notation index -- Author index.
0
SUMMARY OR ABSTRACT
Text of Note
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.
OTHER EDITION IN ANOTHER MEDIUM
International Standard Book Number
9781441947499
PIECE
Title
Springer eBooks
TOPICAL NAME USED AS SUBJECT
Differential Equations.
Distribution (Probability theory).
Functions, special.
Mathematics.
Statistics.
PERSONAL NAME - PRIMARY RESPONSIBILITY
Rao, M. M.
CORPORATE BODY NAME - ALTERNATIVE RESPONSIBILITY
SpringerLink (Online service)
ORIGINATING SOURCE
Date of Transaction
20190307162400.0
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
