Theory and Statistical Applications of Stochastic Processes

This book PDF is perfect for those who love Mathematics genre, written by Yuliya Mishura and published by John Wiley & Sons which was released on 04 January 2018 with total hardcover pages 400. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related Theory and Statistical Applications of Stochastic Processes books below.

Theory and Statistical Applications of Stochastic Processes
Theory and Statistical Applications of Stochastic Processes
Author : Yuliya Mishura
File Size : 54,8 Mb
Publisher : John Wiley & Sons
Language : English
Release Date : 04 January 2018
ISBN : 9781786300508
Pages : 400 pages
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Theory and Statistical Applications of Stochastic Processes by Yuliya Mishura Book PDF Summary

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.

Theory and Statistical Applications of Stochastic Processes

Theory and Statistical Applications of Stochastic Processes by Yuliya Mishura,Georgiy Shevchenko

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

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