Stochastic Processes: General Theory

by M.M. Rao

Book Overview

Stochastic Processes: General Theory starts with the fundamental existence theorem of Kolmogorov, together with several of its extensions to stochastic processes. It treats the function theoretical aspects of processes and includes an extended account of martingales and their generalizations. Various compositions of (quasi- or semi-)martingales and their integrals are given. Here the Bochner boundedness principle plays a unifying role: a unique feature...

• Format: Paperback
• Language: English
• ISBN: 1441947493
• ISBN13: 9781441947499
• Release Date: December 2010
• Publisher: Springer
• Length: 628 Pages
• Weight: 1.95 lbs.
• Dimensions: 1.3" x 6.1" x 9.2"