Lectures on the Theory of Stochastic Processes / / Anatolij V. Skorochod.
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Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2019] ©1996 |
Year of Publication: | 2019 |
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Skorochod, Anatolij V., author. aut http://id.loc.gov/vocabulary/relators/aut Lectures on the Theory of Stochastic Processes / Anatolij V. Skorochod. Reprint 2018 Berlin ; Boston : De Gruyter, [2019] ©1996 1 online resource (VI, 183 p.) : Num. figs. text txt rdacontent computer c rdamedia online resource cr rdacarrier text file PDF rda Frontmatter -- Contents -- Preface -- Lecture 1. Stochastic processes. definitions. examples -- Lecture 2. The kolmogorov consistency theorem. classification of processes -- Lecture 3. Random walks. recurrence. renewal theorem -- Lecture 4. Martingales. inequalities for martingales -- Lecture 5. Theorems on the limit of a martingale -- Lecture 6. Stationary sequences. ergodic theorem -- Lecture 7. Ergodic theorem. metric transitivity -- Lecture 8. Regularization of a process. continuity -- Lecture 9. Processes without discontinuities of the second kind -- Lecture 10. Continuity of processes with independent increments. martingales with continuous time -- Lecture 11. Measurable processes -- Lecture 12. Stopping times. associated tr-algebras -- Lecture 13. Completely measurable processes -- Lecture 14. L2-theory -- Lecture 15. Stochastic integrals -- Lecture 16. Stationary processes. spectral representations -- Lecture 17. Stationary sequences. regularity and singularity -- Lecture 18. The prediction of a stationary sequence -- Lecture 19. Markov processes -- Lecture 20. Homogeneous markov processes and associated semigroups -- Lecture 21. Homogeneous purely discontinuous processes. conditions for their regularity -- Lecture 22. Processes with adenumerable set of states -- Lecture 23. Simple birth and death processes -- Lecture 24. Branching processes with particles of only one kind -- Lecture 25. Homogeneous processes and strongly continuous semigroups. resolvent operator and generator -- Lecture 26. The hille-iosida theorem -- Lecture 27. Processes with independent increments. representation of the discontinuous part -- Lecture 28. General representation of a stochastically continuous process with independent increments -- Lecture 29. Diffusion processes -- Lecture 30. Stochastic integrals -- Lecture 31. Existence, uniqueness, and properties of solutions of stochastic differential equations -- Lecture 32. Itô's formula with some corollaries -- Bibliography restricted access http://purl.org/coar/access_right/c_16ec online access with authorization star Mode of access: Internet via World Wide Web. In English. Description based on online resource; title from PDF title page (publisher's Web site, viewed 29. Nov 2021) Analyse. Hilbert space. Stochastik. MATHEMATICS / Probability & Statistics / General. bisacsh Title is part of eBook package: De Gruyter DGBA Mathematics - 1990 - 1999 9783110637199 ZDB-23-GMA print 9789067642064 https://doi.org/10.1515/9783110618167 https://www.degruyter.com/isbn/9783110618167 Cover https://www.degruyter.com/document/cover/isbn/9783110618167/original |
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English |
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Skorochod, Anatolij V., Skorochod, Anatolij V., |
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Skorochod, Anatolij V., Skorochod, Anatolij V., Lectures on the Theory of Stochastic Processes / Frontmatter -- Contents -- Preface -- Lecture 1. Stochastic processes. definitions. examples -- Lecture 2. The kolmogorov consistency theorem. classification of processes -- Lecture 3. Random walks. recurrence. renewal theorem -- Lecture 4. Martingales. inequalities for martingales -- Lecture 5. Theorems on the limit of a martingale -- Lecture 6. Stationary sequences. ergodic theorem -- Lecture 7. Ergodic theorem. metric transitivity -- Lecture 8. Regularization of a process. continuity -- Lecture 9. Processes without discontinuities of the second kind -- Lecture 10. Continuity of processes with independent increments. martingales with continuous time -- Lecture 11. Measurable processes -- Lecture 12. Stopping times. associated tr-algebras -- Lecture 13. Completely measurable processes -- Lecture 14. L2-theory -- Lecture 15. Stochastic integrals -- Lecture 16. Stationary processes. spectral representations -- Lecture 17. Stationary sequences. regularity and singularity -- Lecture 18. The prediction of a stationary sequence -- Lecture 19. Markov processes -- Lecture 20. Homogeneous markov processes and associated semigroups -- Lecture 21. Homogeneous purely discontinuous processes. conditions for their regularity -- Lecture 22. Processes with adenumerable set of states -- Lecture 23. Simple birth and death processes -- Lecture 24. Branching processes with particles of only one kind -- Lecture 25. Homogeneous processes and strongly continuous semigroups. resolvent operator and generator -- Lecture 26. The hille-iosida theorem -- Lecture 27. Processes with independent increments. representation of the discontinuous part -- Lecture 28. General representation of a stochastically continuous process with independent increments -- Lecture 29. Diffusion processes -- Lecture 30. Stochastic integrals -- Lecture 31. Existence, uniqueness, and properties of solutions of stochastic differential equations -- Lecture 32. Itô's formula with some corollaries -- Bibliography |
author_facet |
Skorochod, Anatolij V., Skorochod, Anatolij V., |
author_variant |
a v s av avs a v s av avs |
author_role |
VerfasserIn VerfasserIn |
author_sort |
Skorochod, Anatolij V., |
title |
Lectures on the Theory of Stochastic Processes / |
title_full |
Lectures on the Theory of Stochastic Processes / Anatolij V. Skorochod. |
title_fullStr |
Lectures on the Theory of Stochastic Processes / Anatolij V. Skorochod. |
title_full_unstemmed |
Lectures on the Theory of Stochastic Processes / Anatolij V. Skorochod. |
title_auth |
Lectures on the Theory of Stochastic Processes / |
title_alt |
Frontmatter -- Contents -- Preface -- Lecture 1. Stochastic processes. definitions. examples -- Lecture 2. The kolmogorov consistency theorem. classification of processes -- Lecture 3. Random walks. recurrence. renewal theorem -- Lecture 4. Martingales. inequalities for martingales -- Lecture 5. Theorems on the limit of a martingale -- Lecture 6. Stationary sequences. ergodic theorem -- Lecture 7. Ergodic theorem. metric transitivity -- Lecture 8. Regularization of a process. continuity -- Lecture 9. Processes without discontinuities of the second kind -- Lecture 10. Continuity of processes with independent increments. martingales with continuous time -- Lecture 11. Measurable processes -- Lecture 12. Stopping times. associated tr-algebras -- Lecture 13. Completely measurable processes -- Lecture 14. L2-theory -- Lecture 15. Stochastic integrals -- Lecture 16. Stationary processes. spectral representations -- Lecture 17. Stationary sequences. regularity and singularity -- Lecture 18. The prediction of a stationary sequence -- Lecture 19. Markov processes -- Lecture 20. Homogeneous markov processes and associated semigroups -- Lecture 21. Homogeneous purely discontinuous processes. conditions for their regularity -- Lecture 22. Processes with adenumerable set of states -- Lecture 23. Simple birth and death processes -- Lecture 24. Branching processes with particles of only one kind -- Lecture 25. Homogeneous processes and strongly continuous semigroups. resolvent operator and generator -- Lecture 26. The hille-iosida theorem -- Lecture 27. Processes with independent increments. representation of the discontinuous part -- Lecture 28. General representation of a stochastically continuous process with independent increments -- Lecture 29. Diffusion processes -- Lecture 30. Stochastic integrals -- Lecture 31. Existence, uniqueness, and properties of solutions of stochastic differential equations -- Lecture 32. Itô's formula with some corollaries -- Bibliography |
title_new |
Lectures on the Theory of Stochastic Processes / |
title_sort |
lectures on the theory of stochastic processes / |
publisher |
De Gruyter, |
publishDate |
2019 |
physical |
1 online resource (VI, 183 p.) : Num. figs. |
edition |
Reprint 2018 |
contents |
Frontmatter -- Contents -- Preface -- Lecture 1. Stochastic processes. definitions. examples -- Lecture 2. The kolmogorov consistency theorem. classification of processes -- Lecture 3. Random walks. recurrence. renewal theorem -- Lecture 4. Martingales. inequalities for martingales -- Lecture 5. Theorems on the limit of a martingale -- Lecture 6. Stationary sequences. ergodic theorem -- Lecture 7. Ergodic theorem. metric transitivity -- Lecture 8. Regularization of a process. continuity -- Lecture 9. Processes without discontinuities of the second kind -- Lecture 10. Continuity of processes with independent increments. martingales with continuous time -- Lecture 11. Measurable processes -- Lecture 12. Stopping times. associated tr-algebras -- Lecture 13. Completely measurable processes -- Lecture 14. L2-theory -- Lecture 15. Stochastic integrals -- Lecture 16. Stationary processes. spectral representations -- Lecture 17. Stationary sequences. regularity and singularity -- Lecture 18. The prediction of a stationary sequence -- Lecture 19. Markov processes -- Lecture 20. Homogeneous markov processes and associated semigroups -- Lecture 21. Homogeneous purely discontinuous processes. conditions for their regularity -- Lecture 22. Processes with adenumerable set of states -- Lecture 23. Simple birth and death processes -- Lecture 24. Branching processes with particles of only one kind -- Lecture 25. Homogeneous processes and strongly continuous semigroups. resolvent operator and generator -- Lecture 26. The hille-iosida theorem -- Lecture 27. Processes with independent increments. representation of the discontinuous part -- Lecture 28. General representation of a stochastically continuous process with independent increments -- Lecture 29. Diffusion processes -- Lecture 30. Stochastic integrals -- Lecture 31. Existence, uniqueness, and properties of solutions of stochastic differential equations -- Lecture 32. Itô's formula with some corollaries -- Bibliography |
isbn |
9783110618167 9783110637199 9789067642064 |
url |
https://doi.org/10.1515/9783110618167 https://www.degruyter.com/isbn/9783110618167 https://www.degruyter.com/document/cover/isbn/9783110618167/original |
illustrated |
Not Illustrated |
doi_str_mv |
10.1515/9783110618167 |
oclc_num |
1083580038 |
work_keys_str_mv |
AT skorochodanatolijv lecturesonthetheoryofstochasticprocesses |
status_str |
n |
ids_txt_mv |
(DE-B1597)500040 (OCoLC)1083580038 |
carrierType_str_mv |
cr |
hierarchy_parent_title |
Title is part of eBook package: De Gruyter DGBA Mathematics - 1990 - 1999 |
is_hierarchy_title |
Lectures on the Theory of Stochastic Processes / |
container_title |
Title is part of eBook package: De Gruyter DGBA Mathematics - 1990 - 1999 |
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1770177716806483968 |
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