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SCIDIR_ocn893872927 |
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cr cnu---unuuu |
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141027s1981 nyu ob 001 0 eng d |
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|a OPELS
|b eng
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|c OPELS
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|a 1162305831
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|a 9781483269313
|q (electronic bk.)
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|a 1483269310
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|z 012580850X
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|z 9780125808507
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|a (OCoLC)893872927
|z (OCoLC)1162305831
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|a QA274.2
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|a 81010831
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1 |
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|a Rao, M. M.
|q (Malempati Madhusudana),
|d 1929-
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245 |
1 |
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|a Foundations of stochastic analysis /
|c M.M. Rao.
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264 |
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1 |
|a New York :
|b Academic Press,
|c 1981.
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300 |
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|a 1 online resource (xi, 295 pages)
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336 |
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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|a online resource
|b cr
|2 rdacarrier
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490 |
1 |
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|a Probability and mathematical statistics
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504 |
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|a Includes bibliographical references (pages 283-290) and index.
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|a Print version record.
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|a Front Cover; Foundations of Stochastic Analysis; Copyright Page; Dedication; Table of Contents; Preface; Chapter I. Introduction and Generalities; 1.1 INTRODUCING A STOCHASTIC PROCESS; 1.2 R�ESUM�E OF REAL ANALYSIS; 1.3 THE BASIC EXISTENCE THEOREM; 1.4 SOME RESULTS FROM ABSTRACT ANALYSIS AND VECTOR MEASURES; 1.5 REMARKS ON MEASURABILITY AND LOCALIZABILITY; Chapter II. Conditional Expectations and Probabilities; 2.1 INTRODUCTION OF THE CONCEPT; 2.2 SOME CHARACTERIZATIONS OF CONDITIONAL EXPECTATIONS; 2.3 CONDITIONAL PROBABILITIES; 2.4 SOME CHARACTERIZATIONS OF CONDITIONAL PROBABILITIES
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505 |
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|a 2.5 RELATIONS WITH R�ENYI'S NEW AXIOMATIC APPROACH2.6 APPLICATIONS TO REYNOLDS OPERATORS; Chapter III. Projective and Direct Limits; 3.1 DEFINITION AND IMMEDIATE CONSEQUENCES; 3.2 SOME CHARACTERIZATIONS OF PROJECTIVE LIMITS; 3.3 DIRECT LIMITS AND A GENERALIZED KOLMOGOROV EXISTENCE THEOREM; 3.4 INFINITE PRODUCT CONDITIONAL PROBABILITY MEASURES; 3.5 A MULTIDIMENSIONAL EXTENSION; Chapter IV. Martingales and Likelihood Ratios; 4.1 DEFINITION AND FUNDAMENTAL INEQUALITIES; 4.2 CONVERGENCE THEORY; 4.3 EXTENSIONS TO INFINITE MEASURES; 4.4 APPLICATIONS TO LIKELIHOOD RATIOS; 4.5 ASYMPTOTIC MARTINGALES
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|a Chapter V. Abstract Martingales and Applications5.1 INTRODUCTION; 5.2 ABSTRACT MARTINGALES AND CONVERGENCE; 5.3 MARTINGALES AND ERGODIC THEORY; 5.4 A UNIFIED FORMULATION OF SOME ERGODIC AND MARTINGALE THEOREMS; 5.5 MARTINGALES IN HARMONIC ANALYSIS; Bibliography; Index; Probability and Mathematical Statistics
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520 |
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|a Foundations of Stochastic Analysis.
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546 |
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|a English.
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650 |
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0 |
|a Stochastic analysis.
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650 |
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6 |
|a Analyse stochastique.
|0 (CaQQLa)201-0002662
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650 |
|
7 |
|a MATHEMATICS
|x Applied.
|2 bisacsh
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650 |
|
7 |
|a MATHEMATICS
|x Probability & Statistics
|x General.
|2 bisacsh
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650 |
|
7 |
|a Stochastic analysis
|2 fast
|0 (OCoLC)fst01133499
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650 |
|
7 |
|a Stochastische Analysis
|2 gnd
|0 (DE-588)4132272-1
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650 |
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7 |
|a Stochastischer Prozess
|2 gnd
|0 (DE-588)4057630-9
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650 |
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7 |
|a Wahrscheinlichkeitsrechnung
|2 gnd
|0 (DE-588)4064324-4
|
650 |
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|a Analyse stochastique.
|2 ram
|
776 |
0 |
8 |
|i Print version:
|a Rao, M.M. (Malempati Madhusudana), 1929-
|t Foundations of stochastic analysis
|z 012580850X
|w (DLC) 81010831
|w (OCoLC)7596855
|
830 |
|
0 |
|a Probability and mathematical statistics.
|
856 |
4 |
0 |
|u https://sciencedirect.uam.elogim.com/science/book/9780125808507
|z Texto completo
|