Lectures on the Theory of Stochastic Processes / / Anatolij V. Skorochod.
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Superior document: | Title is part of eBook package: De Gruyter DGBA Mathematics - 1990 - 1999 |
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Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2019] ©1996 |
Year of Publication: | 2019 |
Edition: | Reprint 2018 |
Language: | English |
Online Access: | |
Physical Description: | 1 online resource (VI, 183 p.) :; Num. figs. |
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072 | 7 | |a MAT029000 |2 bisacsh | |
100 | 1 | |a Skorochod, Anatolij V., |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
245 | 1 | 0 | |a Lectures on the Theory of Stochastic Processes / |c Anatolij V. Skorochod. |
250 | |a Reprint 2018 | ||
264 | 1 | |a Berlin ; |a Boston : |b De Gruyter, |c [2019] | |
264 | 4 | |c ©1996 | |
300 | |a 1 online resource (VI, 183 p.) : |b Num. figs. | ||
336 | |a text |b txt |2 rdacontent | ||
337 | |a computer |b c |2 rdamedia | ||
338 | |a online resource |b cr |2 rdacarrier | ||
347 | |a text file |b PDF |2 rda | ||
505 | 0 | 0 | |t Frontmatter -- |t Contents -- |t Preface -- |t Lecture 1. Stochastic processes. definitions. examples -- |t Lecture 2. The kolmogorov consistency theorem. classification of processes -- |t Lecture 3. Random walks. recurrence. renewal theorem -- |t Lecture 4. Martingales. inequalities for martingales -- |t Lecture 5. Theorems on the limit of a martingale -- |t Lecture 6. Stationary sequences. ergodic theorem -- |t Lecture 7. Ergodic theorem. metric transitivity -- |t Lecture 8. Regularization of a process. continuity -- |t Lecture 9. Processes without discontinuities of the second kind -- |t Lecture 10. Continuity of processes with independent increments. martingales with continuous time -- |t Lecture 11. Measurable processes -- |t Lecture 12. Stopping times. associated tr-algebras -- |t Lecture 13. Completely measurable processes -- |t Lecture 14. L2-theory -- |t Lecture 15. Stochastic integrals -- |t Lecture 16. Stationary processes. spectral representations -- |t Lecture 17. Stationary sequences. regularity and singularity -- |t Lecture 18. The prediction of a stationary sequence -- |t Lecture 19. Markov processes -- |t Lecture 20. Homogeneous markov processes and associated semigroups -- |t Lecture 21. Homogeneous purely discontinuous processes. conditions for their regularity -- |t Lecture 22. Processes with adenumerable set of states -- |t Lecture 23. Simple birth and death processes -- |t Lecture 24. Branching processes with particles of only one kind -- |t Lecture 25. Homogeneous processes and strongly continuous semigroups. resolvent operator and generator -- |t Lecture 26. The hille-iosida theorem -- |t Lecture 27. Processes with independent increments. representation of the discontinuous part -- |t Lecture 28. General representation of a stochastically continuous process with independent increments -- |t Lecture 29. Diffusion processes -- |t Lecture 30. Stochastic integrals -- |t Lecture 31. Existence, uniqueness, and properties of solutions of stochastic differential equations -- |t Lecture 32. Itô's formula with some corollaries -- |t Bibliography |
506 | 0 | |a restricted access |u http://purl.org/coar/access_right/c_16ec |f online access with authorization |2 star | |
538 | |a Mode of access: Internet via World Wide Web. | ||
546 | |a In English. | ||
588 | 0 | |a Description based on online resource; title from PDF title page (publisher's Web site, viewed 29. Nov 2021) | |
650 | 4 | |a Analyse. | |
650 | 4 | |a Hilbert space. | |
650 | 4 | |a Stochastik. | |
650 | 7 | |a MATHEMATICS / Probability & Statistics / General. |2 bisacsh | |
773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t DGBA Mathematics - 1990 - 1999 |z 9783110637199 |o ZDB-23-GMA |
776 | 0 | |c print |z 9789067642064 | |
856 | 4 | 0 | |u https://doi.org/10.1515/9783110618167 |
856 | 4 | 0 | |u https://www.degruyter.com/isbn/9783110618167 |
856 | 4 | 2 | |3 Cover |u https://www.degruyter.com/document/cover/isbn/9783110618167/original |
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