Theory and Statistical Applications of Stochastic Processes

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Science (General)
Theory and Statistical Applications of...

Theory and Statistical Applications of Stochastic Processes

Name: Theory and Statistical Applications of Stochastic Processes
ISBN: 9781786300508

Yuliya Mishura, Georgiy Shevchenko

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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.

카테고리:

Science (General)

년:

2017

판:

출판사:

Wiley-ISTE

언어:

english

페이지:

400

ISBN 10: