Theory and Statistical Applications of Stochastic Processes

Y Mishura (Autor)

Software / Digital Media

400 Seiten

2017
Wiley-Blackwell (Hersteller)
978-1-119-44160-1 (ISBN)

Infos

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, Ito integration, stochastic analysis, stochastic differential equations, fractional Brownian motion and parameter estimation in diffusion models.

Autor

Yuliya Mishura, National University of Kyiv, Ukraine Georgiy Shevchenko, National University of Kyiv, Ukraine

Produkt-Details

• Erscheint lt. Verlag: 1.12.2017
• Verlagsort: Hoboken
• Sprache: englisch
• Maße: 150 x 250 mm
• Gewicht: 666 g
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• ISBN-10: 1-119-44160-9 / 1119441609
• ISBN-13: 978-1-119-44160-1 / 9781119441601
• Zustand: Neuware