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Foundations of stochastic analysis /

Foundations of Stochastic Analysis.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Rao, M. M. (Malempati Madhusudana), 1929-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York : Academic Press, 1981.
Colección:Probability and mathematical statistics.
Temas:
Acceso en línea:Texto completo

MARC

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100 1 |a Rao, M. M.  |q (Malempati Madhusudana),  |d 1929- 
245 1 0 |a Foundations of stochastic analysis /  |c M.M. Rao. 
264 1 |a New York :  |b Academic Press,  |c 1981. 
300 |a 1 online resource (xi, 295 pages) 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
490 1 |a Probability and mathematical statistics 
504 |a Includes bibliographical references (pages 283-290) and index. 
588 0 |a Print version record. 
505 0 |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 
505 8 |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 
505 8 |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 
520 |a Foundations of Stochastic Analysis. 
546 |a English. 
650 0 |a Stochastic analysis. 
650 6 |a Analyse stochastique.  |0 (CaQQLa)201-0002662 
650 7 |a MATHEMATICS  |x Applied.  |2 bisacsh 
650 7 |a MATHEMATICS  |x Probability & Statistics  |x General.  |2 bisacsh 
650 7 |a Stochastic analysis  |2 fast  |0 (OCoLC)fst01133499 
650 7 |a Stochastische Analysis  |2 gnd  |0 (DE-588)4132272-1 
650 7 |a Stochastischer Prozess  |2 gnd  |0 (DE-588)4057630-9 
650 7 |a Wahrscheinlichkeitsrechnung  |2 gnd  |0 (DE-588)4064324-4 
650 7 |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