Umfang:
1 Online-Ressource (xix, 373 Seiten)
,
illustrations
ISBN:
9781119476634
,
9781119441601
Inhalt:
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
Anmerkung:
Includes bibliographical references and index
Weitere Ausg.:
ISBN 9781786300508
Weitere Ausg.:
Erscheint auch als Druck-Ausgabe Mišura, Julija S., 1952 - Theory and statistical applications of stochastic processes Hoboken, New Jersey : Johne Wiley, 2017 ISBN 1786300508
Weitere Ausg.:
ISBN 9781786300508
Sprache:
Englisch
Schlagwort(e):
Stochastischer Prozess
DOI:
10.1002/9781119441601
