Items related to Stochastic Processes: General Theory: 342 (Mathematics...
Synopsis
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.
"synopsis" may belong to another edition of this title.
Synopsis
This study 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. 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 references. The book is a revised and enlarged version of the author's "Stochastic Processes and Integration" (Noordhoff, 1979). The book should be suitable as a text/reference for second year graduate classes and seminars. A knowledge of real analysis, including Lebesgue integration, is a prerequisite.
"About this title" may belong to another edition of this title.
Other Popular Editions of the Same Title
Search results for Stochastic Processes: General Theory: 342 (Mathematics...
Seller Image
Stochastic Processes: General Theory Mathematics and Its Applications.
Published by
Kluwer Academic Publishers, 1995
ISBN 10: 0792337255
ISBN 13: 9780792337256
Used
Hardcover
Seller: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germany
Seller rating 5 out of 5 stars
gebundene Ausgabe. Condition: Gut. 623 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber. Es befindet sich neben dem Rückenschild lediglich ein Bibliotheksstempel im Buch; ordnungsgemäß entwidmet. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 1270. Seller Inventory # 2132616
Quantity: 1 available
Stock Image
Stochastic Processes: General Theory (Mathematics and Its Applications, 342)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9780792337256_new
Quantity: Over 20 available
Seller Image
Stochastic Processes: General Theory
Seller: moluna, Greven, Germany
Seller rating 5 out of 5 stars
Gebunden. Condition: New. 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 a. Seller Inventory # 458438918
Quantity: Over 20 available
Stock Image
Stochastic Processes: General Theory (Mathematics and Its Applications, 342)
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Feb2416190181980
Quantity: Over 20 available
Stock Image
Stochastic Processes: General Theory (Mathematics and Its Applications, 342)
Seller: Mispah books, Redhill, SURRE, United Kingdom
Seller rating 4 out of 5 stars
Hardcover. Condition: Like New. Like New. book. Seller Inventory # ERICA77307923372556
Quantity: 1 available
Seller Image
Stochastic Processes: General Theory
Seller: AHA-BUCH GmbH, Einbeck, Germany
Seller rating 5 out of 5 stars
Buch. Condition: Neu. Neuware - 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. Seller Inventory # 9780792337256
Quantity: 2 available