Probability Theory Iii Stochastic (20 results)
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Published by Berlin/Heidelberg, Publishers: Springer, 1998., 1997
Series: Encyclopaedia of Mathematical Sciences, Book 17 of 47. Book 17 of 47 - Encyclopaedia of Mathematical Sciences
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Probability Theory III Stochastic Calculus
Beitr. v. Anulova, S. V., A. Y Veretennikov and N. V Krylov:
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Published by Berlin Springer-Verlag GmbH, 1997
Series: Encyclopaedia of Mathematical Sciences, Book 17 of 47. Book 17 of 47 - Encyclopaedia of Mathematical Sciences
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gebundene Ausgabe. Condition: Neu. 1998. VI, 254 S. Neu; Originalverpackt! Versandfertig am nächsten Tag; Rechnung mit MwSt. liegt bei! This volume of the Encyclopaedia is a survey of stochastic calculus which has become an increasingly important part of probability. The topics covered include Brownian motion, the Ito integral,…stochastic differential equations and Malliavin calculus, the Sprache: Englisch Gewicht in Gramm: 520.
Probability Theory III : Stochastic Calculus
Prokhorov, Yu. V. (EDT); Shiryaev, A. N. (EDT); Slater, P. B. (TRN); Anulova, S. V. (CON); Krylov, N. V. (CON)
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Published by Berlin. Springer Verlag., 1998
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1998. 262 p. New! 9783540546870 Sprache: Englisch Gewicht in Gramm: 340 Hardcover: 15.6 x 1.6 x 23.4 cm.
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Probability Theory III : Stochastic Calculus
Prokhorov, Yu. V. (EDT); Shiryaev, A. N. (EDT); Slater, P. B. (TRN); Anulova, S. V. (CON); Krylov, N. V. (CON)
Language: English
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Taschenbuch. Condition: Neu. Probability Theory III | Stochastic Calculus | Yurij V. Prokhorov (u. a.) | Taschenbuch | Encyclopaedia of Mathematical Sciences | vi | Englisch | 2010 | Springer | EAN 9783642081224 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[a…t]springer[dot]com | Anbieter: preigu.
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Preface In the axioms of probability theory proposed by Kolmogorov the basic 'probabilistic' object is the concept of a probability model or probability space. This is a triple (n, F, P), where n is the space of elementary events or outcomes, F is…a a-algebra of subsets of n announced by the events and P is a probability measure or a probability on the measure space (n, F). This generally accepted system of axioms of probability theory proved to be so successful that, apart from its simplicity, it enabled one to embrace the classical branches of probability theory and, at the same time, it paved the way for the development of new chapters in it, in particular, the theory of random (or stochastic) processes. In the theory of random processes, various classes of processes have been studied in depth. Theories of processes with independent increments, Markov processes, stationary processes, among others, have been constructed. In the formation and development of the theory of random processes, a significant event was the realization that the construction of a 'general theory of ran dom processes' requires the introduction of a flow of a-algebras (a filtration) F = (Ftk::o supplementing the triple (n, F, P), where F is interpreted as t the collection of events from F observable up to time t.
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Probability Theory III : Stochastic Calculus
Prokhorov, Yu. V. (EDT); Shiryaev, A. N. (EDT); Slater, P. B. (TRN); Anulova, S. V. (CON); Krylov, N. V. (CON)
Language: English
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Language: English
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Probability Theory III : Stochastic Calculus
Prokhorov, Yu. V. (EDT); Shiryaev, A. N. (EDT); Slater, P. B. (TRN); Anulova, S. V. (CON); Krylov, N. V. (CON)
Language: English
Published by Springer, 1997
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