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Stochastic Processes: General Theory
Mathematics and Its Applications 342
ISBN/EAN: 9781441947499
Umbreit-Nr.: 1525159
Sprache:
Englisch
Umfang: xii, 628 S.
Format in cm:
Einband:
kartoniertes Buch
Erschienen am 07.12.2010
Auflage: 1/1995
- Zusatztext
- InhaltsangabePreface. I. Introduction and foundations. II. Conditioning and martingales. III. Stochastic function theory. IV. Refinements in martingale analysis. V. Martingale decompositions and integration. VI. Stochastic integrals and differential systems. VII. Stochastic analysis on differential structures. Bibliography. Notation index. Author index. Subject index.