Description
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.
About the Author
Yuliya Mishura, National University of Kyiv, Ukraine Georgiy Shevchenko, National University of Kyiv, Ukraine
Book Information
ISBN 9781786300508
Author Yuliya Mishura
Format Hardback
Page Count 400
Imprint ISTE Ltd and John Wiley & Sons Inc
Publisher ISTE Ltd and John Wiley & Sons Inc
Weight(grams) 726g
Dimensions(mm) 239mm * 163mm * 25mm
