Theory and Statistical Applications - E-book

eBook

Theory And Statistical Applications Of Stochastic Processes - ENG

Yuliya Mishura; Georgiy Shevchenko

eBook

$2,840.00

Disponible

Información adicional
Sinopsis

ISBN:	9781119476597
Formato:	ePub
Idioma:	Inglés
Editorial:	Wiley Global Research (STMS)
Tema:	Matemáticas
Subtema:	Probabilidad y estadística general
Año de publicación:	20171130

This book is concerned with the theory of stochastic processes and the theoretical aspects of statistics for stochastic processes. It combines classic topics such as construction of stochastic processes, associated filtrations, processes with independent increments, Gaussian processes, martingales, Markov properties, continuity and related properties of trajectories with contemporary subjects: integration with respect to Gaussian processes, It_x000F_ integration, stochastic analysis, stochastic differential equations, fractional Brownian motion and parameter estimation in diffusion models.

eBooks