Theory and Statistical Applications of Stochastic Processes

Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Theory and Statistical Applications of Stochastic Processes by Yuliya Mishura, Georgiy Shevchenko, Wiley
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Yuliya Mishura, Georgiy Shevchenko ISBN: 9781119476597
Publisher: Wiley Publication: November 30, 2017
Imprint: Wiley-ISTE Language: English
Author: Yuliya Mishura, Georgiy Shevchenko
ISBN: 9781119476597
Publisher: Wiley
Publication: November 30, 2017
Imprint: Wiley-ISTE
Language: English

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

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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

More books from Wiley

Cover of the book Seasonal Sector Trades by Yuliya Mishura, Georgiy Shevchenko
Cover of the book The Conversion Code by Yuliya Mishura, Georgiy Shevchenko
Cover of the book An Introduction to the Theory of Knowledge by Yuliya Mishura, Georgiy Shevchenko
Cover of the book A Companion to the History of American Broadcasting by Yuliya Mishura, Georgiy Shevchenko
Cover of the book Landscape Site Grading Principles by Yuliya Mishura, Georgiy Shevchenko
Cover of the book How Much Is Enough? by Yuliya Mishura, Georgiy Shevchenko
Cover of the book Advances in Food Biotechnology by Yuliya Mishura, Georgiy Shevchenko
Cover of the book Civil Society by Yuliya Mishura, Georgiy Shevchenko
Cover of the book Modeling Software by Yuliya Mishura, Georgiy Shevchenko
Cover of the book Infrastructure Systems for Nuclear Energy by Yuliya Mishura, Georgiy Shevchenko
Cover of the book The Chemistry of Bio-based Polymers by Yuliya Mishura, Georgiy Shevchenko
Cover of the book How by Yuliya Mishura, Georgiy Shevchenko
Cover of the book Residential Interior Design by Yuliya Mishura, Georgiy Shevchenko
Cover of the book Full Throttle by Yuliya Mishura, Georgiy Shevchenko
Cover of the book Potzblitz Biologie by Yuliya Mishura, Georgiy Shevchenko
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy