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Statistics of Random Processes Vol. 1 : General Theory
Language: English
Published by Springer Berlin / Heidelberg, 2000
ISBN 10: 3540639292 ISBN 13: 9783540639299
Condition: Good. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages.
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Statistics of Random Processes: I. General Theory
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 44.30
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Statistics of Random Processes II: Applications
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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£ 44.30
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hardcover. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
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Condition: Good. Volume 5. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9783540639299.
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From Stochastic Calculus to Mathematical Finance
Language: English
Published by Springer Berlin Heidelberg, 2006
ISBN 10: 3540307826 ISBN 13: 9783540307822
Gebunden. Condition: New.
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Condition: New.
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Condition: New.
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hardcover. Condition: New. In shrink wrap. Looks like an interesting title!
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Condition: New.
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hardcover. Condition: New. In shrink wrap. Looks like an interesting title!
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Condition: New.
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Theory of Martingales (Mathematics and its Applications)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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£ 94.30
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Statistics of Random Processes: I. General Theory.
Language: English
Published by Berlin, Heidelberg, New York: Springer-Verlag, 2001
ISBN 10: 3540639292 ISBN 13: 9783540639299
gebundene Ausgabe. Condition: Sehr gut. Stochastic Modelling and Applied Probability, Band 5. Zust: Gutes Exemplar. XV, 427 Seiten, Englisch 768g.
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Theory of Martingales
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New.
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Condition: New.
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Hardcover. Condition: Like New. Like New. book.
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Statistics of Random Processes: I. General Theory (Stochastic Modelling and Applied Probability)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 104.30
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Statistics of Random Processes I
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Theory of Martingales
Language: English
Published by Springer Netherlands, 2011
ISBN 10: 9401076006 ISBN 13: 9789401076005
Condition: New.
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Condition: Gut. Zustand: Gut | Seiten: 424 | Sprache: Englisch | Produktart: Bücher | At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the 'general theory of random processes' did not operate widely with such notions as semimartingale, stochastic integral with respect to semimartingale, the Ito formula for semimartingales, etc. At that time in stochastic calculus (theory of martingales), the main object was the square integrable martingale. In a short time, this theory was applied to such areas as nonlinear filtering, optimal stochastic control, statistics for diffusion type processes. In the first edition of these volumes, the stochastic calculus, based on square integrable martingale theory, was presented in detail with the proof of the Doob-Meyer decomposition for submartingales and the description of a structure for stochastic integrals. In the first volume ('General Theory') these results were used for a presentation of further important facts such as the Girsanov theorem and its generalizations, theorems on the innovation pro cesses, structure of the densities (Radon-Nikodym derivatives) for absolutely continuous measures being distributions of diffusion and ItO-type processes, and existence theorems for weak and strong solutions of stochastic differential equations. All the results and facts mentioned above have played a key role in the derivation of 'general equations' for nonlinear filtering, prediction, and smoothing of random processes.
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Statistics of Random Processes II: Applications (Stochastic Modelling and Applied Probability)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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£ 114.30
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Condition: New. pp. 812.
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Condition: very good. Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages.
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Theory of Martingales (Mathematics and its Applications, 49)
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Condition: New. pp. 444 2nd Edition.
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Condition: New.
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