Introduction to the Theory of Random Processes (Graduate Studies in Mathematics)

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9780821829851: Introduction to the Theory of Random Processes (Graduate Studies in Mathematics)

This book concentrates on some general facts and ideas of the theory of stochastic processes. The topics include the Wiener process, stationary processes, infinitely divisible processes, and Ito stochastic equations. Basics of discrete time martingales are also presented and then used in one way or another throughout the book. Another common feature of the main body of the book is using stochastic integration with respect to random orthogonal measures. In particular, it is used for spectral representation of trajectories of stationary processes and for proving that Gaussian stationary processes with rational spectral densities are components of solutions to stochastic equations.In the case of infinitely divisible processes, stochastic integration allows for obtaining a representation of trajectories through jump measures. The Ito stochastic integral is also introduced as a particular case of stochastic integrals with respect to random orthogonal measures. Although it is not possible to cover even a noticeable portion of the topics listed above in a short book, it is hoped that after having followed the material presented here, the reader will have acquired a good understanding of what kind of results are available and what kind of techniques are used to obtain them. With more than 100 problems included, the book can serve as a text for an introductory course on stochastic processes or for independent study. Other works by this author published by the AMS include, ""Lectures on Elliptic and Parabolic Equations in Holder Spaces"" and ""Introduction to the Theory of Diffusion Processes"".

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1.

N. V. Krylov
Editorial: American Mathematical Society, United States (2002)
ISBN 10: 0821829858 ISBN 13: 9780821829851
Nuevos Tapa dura Cantidad: 1
Librería
The Book Depository
(London, Reino Unido)
Valoración
[?]

Descripción American Mathematical Society, United States, 2002. Hardback. Estado de conservación: New. Language: English . Brand New Book. This book concentrates on some general facts and ideas of the theory of stochastic processes. The topics include the Wiener process, stationary processes, infinitely divisible processes, and Ito stochastic equations. Basics of discrete time martingales are also presented and then used in one way or another throughout the book. Another common feature of the main body of the book is using stochastic integration with respect to random orthogonal measures. In particular, it is used for spectral representation of trajectories of stationary processes and for proving that Gaussian stationary processes with rational spectral densities are components of solutions to stochastic equations.In the case of infinitely divisible processes, stochastic integration allows for obtaining a representation of trajectories through jump measures. The Ito stochastic integral is also introduced as a particular case of stochastic integrals with respect to random orthogonal measures.Although it is not possible to cover even a noticeable portion of the topics listed above in a short book, it is hoped that after having followed the material presented here, the reader will have acquired a good understanding of what kind of results are available and what kind of techniques are used to obtain them. With more than 100 problems included, the book can serve as a text for an introductory course on stochastic processes or for independent study. Other works by this author published by the AMS include, Lectures on Elliptic and Parabolic Equations in Holder Spaces and Introduction to the Theory of Diffusion Processes . Nº de ref. de la librería AAN9780821829851

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2.

N. V. Krylov
Editorial: American Mathematical Society, United States (2002)
ISBN 10: 0821829858 ISBN 13: 9780821829851
Nuevos Tapa dura Cantidad: 1
Librería
The Book Depository US
(London, Reino Unido)
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[?]

Descripción American Mathematical Society, United States, 2002. Hardback. Estado de conservación: New. Language: English . Brand New Book. This book concentrates on some general facts and ideas of the theory of stochastic processes. The topics include the Wiener process, stationary processes, infinitely divisible processes, and Ito stochastic equations. Basics of discrete time martingales are also presented and then used in one way or another throughout the book. Another common feature of the main body of the book is using stochastic integration with respect to random orthogonal measures. In particular, it is used for spectral representation of trajectories of stationary processes and for proving that Gaussian stationary processes with rational spectral densities are components of solutions to stochastic equations.In the case of infinitely divisible processes, stochastic integration allows for obtaining a representation of trajectories through jump measures. The Ito stochastic integral is also introduced as a particular case of stochastic integrals with respect to random orthogonal measures. Although it is not possible to cover even a noticeable portion of the topics listed above in a short book, it is hoped that after having followed the material presented here, the reader will have acquired a good understanding of what kind of results are available and what kind of techniques are used to obtain them. With more than 100 problems included, the book can serve as a text for an introductory course on stochastic processes or for independent study. Other works by this author published by the AMS include, Lectures on Elliptic and Parabolic Equations in Holder Spaces and Introduction to the Theory of Diffusion Processes . Nº de ref. de la librería AAN9780821829851

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3.

N. V. Krylov
Editorial: American Mathematical Society (2002)
ISBN 10: 0821829858 ISBN 13: 9780821829851
Nuevos Cantidad: 2
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Books2Anywhere
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Descripción American Mathematical Society, 2002. HRD. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería CE-9780821829851

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N. V. Krylov
Editorial: American Mathematical Society
ISBN 10: 0821829858 ISBN 13: 9780821829851
Nuevos Tapa dura Cantidad: 2
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THE SAINT BOOKSTORE
(Southport, Reino Unido)
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Descripción American Mathematical Society. Hardback. Estado de conservación: new. BRAND NEW, Introduction to the Theory of Random Processes, N. V. Krylov, This book concentrates on some general facts and ideas of the theory of stochastic processes. The topics include the Wiener process, stationary processes, infinitely divisible processes, and Ito stochastic equations. Basics of discrete time martingales are also presented and then used in one way or another throughout the book. Another common feature of the main body of the book is using stochastic integration with respect to random orthogonal measures. In particular, it is used for spectral representation of trajectories of stationary processes and for proving that Gaussian stationary processes with rational spectral densities are components of solutions to stochastic equations.In the case of infinitely divisible processes, stochastic integration allows for obtaining a representation of trajectories through jump measures. The Ito stochastic integral is also introduced as a particular case of stochastic integrals with respect to random orthogonal measures. Although it is not possible to cover even a noticeable portion of the topics listed above in a short book, it is hoped that after having followed the material presented here, the reader will have acquired a good understanding of what kind of results are available and what kind of techniques are used to obtain them. With more than 100 problems included, the book can serve as a text for an introductory course on stochastic processes or for independent study. Other works by this author published by the AMS include, ""Lectures on Elliptic and Parabolic Equations in Holder Spaces"" and ""Introduction to the Theory of Diffusion Processes"". Nº de ref. de la librería B9780821829851

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N. V. Krylov
Editorial: Amer Mathematical Society (2002)
ISBN 10: 0821829858 ISBN 13: 9780821829851
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Ergodebooks
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Descripción Amer Mathematical Society, 2002. Hardcover. Estado de conservación: New. Nº de ref. de la librería SONG0821829858

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N. V. Krylov
Editorial: American Mathematical Society (2002)
ISBN 10: 0821829858 ISBN 13: 9780821829851
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Sequitur Books
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Descripción American Mathematical Society, 2002. Hardcover. Estado de conservación: New. Brand new. We distribute directly for the publisher. This book concentrates on some general facts and ideas of the theory of stochastic processes. The topics include the Wiener process, stationary processes, infinitely divisible processes, and Itô stochastic equations.Basics of discrete time martingales are also presented and then used in one way or another throughout the book. Another common feature of the main body of the book is using stochastic integration with respect to random orthogonal measures. In particular, it is used for spectral representation of trajectories of stationary processes and for proving that Gaussian stationary processes with rational spectral densities are components of solutions to stochastic equations. In the case of infinitely divisible processes, stochastic integration allows for obtaining a representation of trajectories through jump measures. The Itô stochastic integral is also introduced as a particular case of stochastic integrals with respect to random orthogonal measures.Although it is not possible to cover even a noticeable portion of the topics listed above in a short book, it is hoped that after having followed the material presented here, the reader will have acquired a good understanding of what kind of results are available and what kind of techniques are used to obtain them.With more than 100 problems included, the book can serve as a text for an introductory course on stochastic processes or for independent study. Nº de ref. de la librería 1007140019

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N. V. Krylov
Editorial: Amer Mathematical Society (2002)
ISBN 10: 0821829858 ISBN 13: 9780821829851
Nuevos Tapa dura Cantidad: 1
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Ergodebooks
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Descripción Amer Mathematical Society, 2002. Hardcover. Estado de conservación: New. Nº de ref. de la librería DADAX0821829858

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Krylov, N. V.
Editorial: Amer Mathematical Society
ISBN 10: 0821829858 ISBN 13: 9780821829851
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Descripción Amer Mathematical Society. Estado de conservación: Brand New. Ships from USA. FREE domestic shipping. Nº de ref. de la librería 0821829858

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N. V. Krylov
Editorial: Amer Mathematical Society (2002)
ISBN 10: 0821829858 ISBN 13: 9780821829851
Nuevos Tapa dura Cantidad: 2
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Descripción Amer Mathematical Society, 2002. Hardcover. Estado de conservación: Brand New. 230 pages. 10.00x7.00x0.75 inches. In Stock. Nº de ref. de la librería __0821829858

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N. V. Krylov
Editorial: Amer Mathematical Society (2002)
ISBN 10: 0821829858 ISBN 13: 9780821829851
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Irish Booksellers
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Descripción Amer Mathematical Society, 2002. Hardcover. Estado de conservación: New. book. Nº de ref. de la librería M0821829858

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