Theory and Statistical Applications of Stochastic Processes

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Genre: Science
Original Publish Date: Nov 30, 2017
Product Number: EB00744234
Released: Nov 20, 2018
Business Term: Purchase
ISBN: #9781119476597
Publisher: Wiley-ISTE
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Description

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, It? integration, stochastic analysis, stochastic differential equations, fractional Brownian motion and parameter estimation in diffusion models.

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