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Theory and Statistical Applications of Stochastic Processes (Hardcover) (Yuliya Mishura & Georgiy

Theory and Statistical Applications of Stochastic Processes (Hardcover) (Yuliya Mishura & Georgiy - image 1 of 1

About this item

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, Itȏ integration, stochastic analysis, stochastic differential equations, fractional Brownian motion and parameter estimation in diffusion models.

Genre: Mathematics
Format: Hardcover
Publisher: John Wiley & Sons Inc
Author: Yuliya Mishura & Georgiy Shevchenko
Language: English
Street Date: January 4, 2018
TCIN: 53238688
UPC: 9781786300508
Item Number (DPCI): 248-58-2049
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MSRPReg: $155.00 Save $7.75 (5% off)
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