Theory and Statistical Applications of Stochastic Processes (Mathematics and Statistics) - Tapa dura

Mishura, Yuliya; Shevchenko, Georgiy

 
9781786300508: Theory and Statistical Applications of Stochastic Processes (Mathematics and Statistics)
Tapa dura
ISBN 10: 1786300508 ISBN 13: 9781786300508
Editorial: ISTE Ltd and John Wiley & Sons Inc, 2017

Sinopsis

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.

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Acerca del autor

Yuliya Mishura is Full Professor and Head of the Department of Probability Theory, Statistics and Actuarial Mathematics at Taras Shevchenko National University of Kyiv. Her research interests include martingale theory, fractional processes, stochastic differential equations, the statistics of stochastic processes and financial mathematics.

Georgiy Shevchenko is Full Professor in the Department of Probability Theory, Statistics and Actuarial Mathematics at Taras Shevchenko National University of Kyiv. His research interests include stochastic analysis, stochastic differential equations, models with long memory, the statistics of stochastic processes and financial mathematics.

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Editorial
ISTE Ltd and John Wiley & Sons Inc
Año de publicación
2017
Idioma
Inglés
ISBN 10 
1786300508
ISBN 13 
9781786300508
Encuadernación
Tapa dura
Número de páginas
400
Contacto del fabricante
no disponible
Persona responsable
no disponible