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Theory and statistical applications of stochastic processes /
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,...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
London : Hoboken, NJ :
ISTE ; Wiley,
2017.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Mishura, I͡Ulii͡a S., |e author. | |
| 245 | 1 | 0 | |a Theory and statistical applications of stochastic processes / |c Yuliya Mishura, Geirgut Shevchenko. |
| 264 | 1 | |a London : |b ISTE ; |a Hoboken, NJ : |b Wiley, |c 2017. | |
| 300 | |a 1 online resource : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
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| 504 | |a Includes bibliographical references and index. | ||
| 588 | 0 | |a Online resource; title from PDF title page (EBSCO, viewed December 11, 2017). | |
| 520 | |a 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, It' integration, stochastic analysis, stochastic differential equations, fractional Brownian motion and parameter estimation in diffusion models. | ||
| 505 | 0 | |a Stochastic processes, general properties, trajectories, finite-dimensional distributions -- Stochastic processes with independent increments -- Gaussian processes, integration with respect to Gaussian processes -- Construction, properties and some functionals of the Wiener process and fractional Brownian motion -- Martingales and related processes -- Regularity of trajectories of Stochastic processes -- Markov and diffusion processes -- Stochastic integration -- Stochastic differential equations -- Parameter estimation -- Filtering problem, Kalman-Bucy filter. | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Stochastic processes. | |
| 650 | 6 | |a Processus stochastiques. | |
| 650 | 7 | |a MATHEMATICS |x Applied. |2 bisacsh | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x General. |2 bisacsh | |
| 650 | 7 | |a Stochastic processes |2 fast | |
| 700 | 1 | |a Shevchenko, Georgiy, |e author. | |
| 758 | |i has work: |a Theory and statistical applications of stochastic processes (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGBgxwQ9JBhCFVwJwkyB8y |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Mishura, I͡Ulii͡a S. |t Theory and statistical applications of stochastic processes. |d London : ISTE ; Hoboken, NJ : Wiley, 2017 |z 1786300508 |z 9781786300508 |w (OCoLC)972593038 |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=5167235 |z Texto completo |
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