Published by Springer Berlin / Heidelberg, 2000
ISBN 10: 3540639292 ISBN 13: 9783540639299
Language: English
Seller: Better World Books, Mishawaka, IN, U.S.A.
Condition: Good. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages.
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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Add to basketCondition: New. In.
Seller: Anybook.com, Lincoln, United Kingdom
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Add to basketCondition: 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.
Seller: medimops, Berlin, Germany
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Add to basketCondition: 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.
Published by Berlin, Heidelberg, New York: Springer-Verlag, 2001
ISBN 10: 3540639292 ISBN 13: 9783540639299
Language: English
Seller: Antiquariat Bernhardt, Kassel, Germany
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Add to basketgebundene Ausgabe. Condition: Sehr gut. Stochastic Modelling and Applied Probability, Band 5. Zust: Gutes Exemplar. XV, 427 Seiten, Englisch 768g.
Condition: New.
Condition: New.
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Condition: New.
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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Add to basketCondition: New. In.
Condition: As New. Unread book in perfect condition.
Published by Springer Berlin Heidelberg, 2010
ISBN 10: 3642083668 ISBN 13: 9783642083662
Language: English
Seller: AHA-BUCH GmbH, Einbeck, Germany
£ 115.05
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Add to basketTaschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 Itô-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.
Published by Springer Berlin Heidelberg, 2000
ISBN 10: 3540639292 ISBN 13: 9783540639299
Language: English
Seller: AHA-BUCH GmbH, Einbeck, Germany
£ 115.05
Convert currencyQuantity: 1 available
Add to basketBuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 Itô-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.
Seller: Mispah books, Redhill, SURRE, United Kingdom
£ 172
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Add to basketPaperback. Condition: Like New. Like New. book.
Condition: As New. Unread book in perfect condition.