Theory and Statistical Applications of Stochastic Processes. Yuliya Mishura

Скачать книгу в различных форматах или читать онлайн на сайте.

Название: Theory and Statistical Applications of Stochastic Processes

Автор: Yuliya Mishura

Издательство: John Wiley & Sons Limited

Жанр: Математика

Серия:

isbn: 9781119476634

isbn: 0

Аннотация:

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.