Stochastic Processes: General Theory (Paperback, Softcover reprint of hardcover 1st ed. 1995)

Stochastic Processes: General Theory starts with the fundamental existence theorem of Kolmogorov, together with several of its extensions to stochastic processes. It treats the function theoretical aspects of processes and includes an extended account of martingales and their generalizations. Various compositions of (quasi- or semi-)martingales and their integrals are given. Here the Bochner boundedness principle plays a unifying role: a unique feature of the book. Applications to higher order stochastic differential equations and their special features are presented in detail. Stochastic processes in a manifold and multiparameter stochastic analysis are also discussed. Each of the seven chapters includes complements, exercises and extensive references: many avenues of research are suggested. The book is a completely revised and enlarged version of the author's Stochastic Processes and Integration (Noordhoff, 1979). The new title reflects the content and generality of the extensive amount of new material. Audience: Suitable as a text/reference for second year graduate classes and seminars. A knowledge of real analysis, including Lebesgue integration, is a prerequisite.

General

Imprint:	Springer-Verlag New York
Country of origin:	United States
Series:	Mathematics and Its Applications, 342
Release date:	December 2010
First published:	1995
Authors:	Malempati M. Rao
Dimensions:	240 x 160 x 32mm (L x W x T)
Format:	Paperback
Pages:	628
Edition:	Softcover reprint of hardcover 1st ed. 1995
ISBN-13:	978-1-4419-4749-9
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Functional analysis Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations Promotions
LSN:	1-4419-4749-3
Barcode:	9781441947499

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