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＜電子ブック＞
Stochastic Processes: General Theory / by Malempati M. Rao
(Mathematics and Its Applications ; 342)

版	1st ed. 1995.
出版者	New York, NY : Springer US : Imprint: Springer
出版年	1995
本文言語	英語
大きさ	XII, 628 p : online resource
冊子体	Stochastic processes : general theory / by M.M. Rao. ; v. 342
著者標目	*Rao, Malempati M author SpringerLink (Online service)
件　名	LCSH:Probabilities LCSH:Special functions LCSH:Differential equations LCSH:Statistics  FREE:Probability Theory FREE:Special Functions FREE:Differential Equations FREE:Statistics
一般注記	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 -- Notation index -- Author index 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 Accessibility summary: This PDF is not accessible. It is based on scanned pages and does not support features such as screen reader compatibility or described non-text content (images, graphs etc). However, it likely supports searchable and selectable text based on OCR (Optical Character Recognition). Users with accessibility needs may not be able to use this content effectively. Please contact us at accessibilitysupport@springernature.com if you require assistance or an alternative format Inaccessible, or known limited accessibility No reading system accessibility options actively disabled Publisher contact for further accessibility information: accessibilitysupport@springernature.com HTTP:URL=https://doi.org/10.1007/978-1-4757-6598-4

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