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Theory and Statistical Applications of Stochastic Processes

Yuliya Mishura Georgiy Shevchenko

$295.95

Hardback

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English
ISTE Ltd and John Wiley & Sons Inc
15 December 2017
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.

By:   ,
Imprint:   ISTE Ltd and John Wiley & Sons Inc
Country of Publication:   United Kingdom
Dimensions:   Height: 239mm,  Width: 163mm,  Spine: 25mm
Weight:   726g
ISBN:   9781786300508
ISBN 10:   1786300508
Pages:   400
Publication Date:  
Audience:   Professional and scholarly ,  Undergraduate
Format:   Hardback
Publisher's Status:   Active

Yuliya Mishura, National University of Kyiv, Ukraine  Georgiy Shevchenko, National University of Kyiv, Ukraine

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