Articles liés à Topics in Stochastic Processes
Synopsis
The notes are based on lectures on stochastic processes given at Scuola Normale Superiore in 1999 and 2000. Some new material was added and only selected, less standard results were presented. We did not include several applications to statistical mechanics and mathematical finance, covered in the lectures, as we hope to write part two of the notes devoted to applications of stochastic processes in modelling. The main themes of the notes are constructions of stochastic processes. We present different approaches to the existence question proposed by Kolmogorov, Wiener, Ito and Prohorov. Special attention is also paid to Levy processes. The lectures are basically self-contained and rely only on elementary measure theory and functional analysis. They might be used for more advanced courses on stochastic processes.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
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Topics in stochastic processes (Publications of the Scuola Normale Superiore)
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Paperback. Etat : Brand New. 126 pages. 9.25x6.50x0.50 inches. In Stock. N° de réf. du vendeur __8876421319
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Topics in stochastic processes
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Topics in stochastic processes
Edité par
Scuola Normale Superiore, 2004
ISBN 10 : 8876421319
ISBN 13 : 9788876421310
Neuf
Kartoniert / Broschiert
Vendeur : moluna, Greven, Allemagne
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Kartoniert / Broschiert. Etat : New. The notes are based on lectures on stochastic processes given at Scuola Normale Superiore in 1999 and 2000. Some new material was added and only selected, less standard results were presented. We did not include several applications to statistical mechanics. N° de réf. du vendeur 458789781
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Topics in stochastic processes
ISBN 10 : 8876421319
ISBN 13 : 9788876421310
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
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Taschenbuch. Etat : Neu. Neuware - The notes are based on lectures on stochastic processes given at Scuola Normale Superiore in 1999 and 2000. Some new material was added and only selected, less standard results were presented. We did not include several applications to statistical mechanics and mathematical finance, covered in the lectures, as we hope to write part two of the notes devoted to applications of stochastic processes in modelling. The main themes of the notes are constructions of stochastic processes. We present different approaches to the existence question proposed by Kolmogorov, Wiener, Ito and Prohorov. Special attention is also paid to Levy processes. The lectures are basically self-contained and rely only on elementary measure theory and functional analysis. They might be used for more advanced courses on stochastic processes. N° de réf. du vendeur 9788876421310
Quantité disponible : 1 disponible(s)