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:
Yuliya Mishura, Georgiy Shevchenko 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:15 December 2017 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