Theory And Statistical Applications Of Stochastic Processes
Books

Theory And Statistical Applications Of Stochastic Processes

by Yuliya Mishura

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

Status: Available For Purchase

Regular price
SGD 241.77
Sale price
SGD 241.77
Regular price
SGD 241.77
Unit price
per 
Tax included.

Delivered within 8 business days

Product Details

  • Number of Pages : 400
  • Publisher : John Wiley
  • Weight : 718g
  • Product Code : 9781786300508