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Theory and Statistical Applications of Stochastic Processes

by Yuliya Mishura
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Current price ₹10,896.00
Original price ₹16,763.00
Original price ₹16,763.00
Original price ₹16,763.00
(-35%)
₹10,896.00
Current price ₹10,896.00

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Book cover type: Hardcover
  • ISBN13: 9781786300508
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Wiley-Iste
  • Publisher Imprint: Wiley-Iste
  • Publication Date:
  • Pages: 400
  • Original Price: USD 177.95
  • Language: English
  • Edition: N/A
  • Item Weight: 500 grams
  • BISAC Subject(s): Probability & Statistics / General

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.

Yuliya Mishura, National University of Kyiv, Ukraine Georgiy Shevchenko, National University of Kyiv, Ukraine

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