Format:
1 Online-Ressource (xix, 373 Seiten)
,
illustrations
ISBN:
9781119476634
,
9781119441601
Content:
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' integration, stochastic analysis, stochastic differential equations, fractional Brownian motion and parameter estimation in diffusion models
Note:
Includes bibliographical references and index
Additional Edition:
ISBN 9781786300508
Additional Edition:
Erscheint auch als Druck-Ausgabe Mišura, Julija S., 1952 - Theory and statistical applications of stochastic processes Hoboken, New Jersey : Johne Wiley, 2017 ISBN 1786300508
Additional Edition:
ISBN 9781786300508
Language:
English
Keywords:
Stochastischer Prozess
DOI:
10.1002/9781119441601
