Stochastic Processes with a Multidimension Parameter: 194 (Pitman Research Notes in Mathematics Series) - Softcover

Dozzi, M.

Softcover

ISBN 10: 0582031273 ISBN 13: 9780582031272

Publisher: Longman Higher Education, 1989

Synopsis

Stochastic Processes Multidimensional Parameter -Dozzi

About this title

Synopsis

The aim of this study is to show where new concepts are necessary for the analysis of multiparameter processes and how the results compare with classical results for one-parameter processes, to apply results for multiparameter processes to stochastic processes with values in function spaces and to show how the classical and the multiparameter stochastic calculus is used for explicit results on more special processes. The emphasis is on the decomposition and integration of stochastic processes and on stochstic differential equations for these processes. The last chapter contains results for special processes such as harness and Markov properties and result on occupation integrals and local time for the Wiener process.

Edition details

• Publisher: Longman Higher Education
• Publication date: 1989
• Language: English
• ISBN 10: 0582031273
• ISBN 13: 9780582031272
• Binding: Paperback
• Number of pages: 216