Mathematics and Its Applications

Stochastic Processes: General Theory

Authors: Rao, Malempati M.

Free Preview

Buy this book

eBook $119.00
price for USA in USD (gross)
  • ISBN 978-1-4757-6598-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $149.99
price for USA in USD
  • ISBN 978-0-7923-3725-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $159.00
price for USA in USD
  • ISBN 978-1-4419-4749-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

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.

Table of contents (7 chapters)

Table of contents (7 chapters)

Buy this book

eBook $119.00
price for USA in USD (gross)
  • ISBN 978-1-4757-6598-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $149.99
price for USA in USD
  • ISBN 978-0-7923-3725-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $159.00
price for USA in USD
  • ISBN 978-1-4419-4749-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
Stochastic Processes: General Theory
Authors
Series Title
Mathematics and Its Applications
Series Volume
342
Copyright
1995
Publisher
Springer US
Copyright Holder
Springer-Verlag US
eBook ISBN
978-1-4757-6598-4
DOI
10.1007/978-1-4757-6598-4
Hardcover ISBN
978-0-7923-3725-6
Softcover ISBN
978-1-4419-4749-9
Edition Number
1
Number of Pages
XII, 628
Topics