Theory and Statistical Applications of Stochastic Processes
Yuliya Mishura
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Description for Theory and Statistical Applications of Stochastic Processes
Hardback. BIC Classification: PB. Category: (P) Professional & Vocational. Weight in Grams: 666.
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.
Product Details
Format
Hardback
Publication date
2017
Publisher
ISTE Ltd and John Wiley & Sons Inc United Kingdom
Condition
New
Number of Pages
400
Place of Publication
London, United Kingdom
ISBN
9781786300508
SKU
V9781786300508
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Yuliya Mishura
Yuliya Mishura, National University of Kyiv, Ukraine Georgiy Shevchenko, National University of Kyiv, Ukraine
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