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Stochastics in Finite and Infinite Dimensions by Takeyuki Hida

Stochastics in Finite and Infinite Dimensions

by Takeyuki Hida
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Book cover type: Hardcover
  • ISBN13: 9780817641375
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Birkhauser
  • Publication Date:
  • Pages: 411
  • Original Price: EUR 99.99
  • Language: English
  • Edition: 2001
  • Item Weight: 803 grams
  • BISAC Subject(s): Probability & Statistics / General and General

This volume commemorates the work of Gopinath Kallianpur, a leading figure in diverse areas of probability and statistics, including stochastic finance, Fisher consistent estimation, non-linear prediction and filtering problems, zero-one laws for Gaussian processes, and stochastic differential equations in infinite dimensions. Consists of research articles written by leading experts highlighting progress and new directions of research in these and related areas. Dedicated to Kallianpur on the occasion of his seventy- fifth birthday, this work will pay tribute to his multi-faceted achievements and to the deep insight and inspiration he has so graciously offered his students and colleagues throughout his career.

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