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Author: Yurij V. Prokhorov Publisher: Springer Science & Business Media ISBN: 3662036401 Category : Mathematics Languages : en Pages : 260
Book Description
This volume of the Encyclopaedia is a survey of stochastic calculus, an increasingly important part of probability, authored by well-known experts in the field. The book addresses graduate students and researchers in probability theory and mathematical statistics, as well as physicists and engineers who need to apply stochastic methods.
Author: Yurij V. Prokhorov Publisher: Springer Science & Business Media ISBN: 3662036401 Category : Mathematics Languages : en Pages : 260
Book Description
This volume of the Encyclopaedia is a survey of stochastic calculus, an increasingly important part of probability, authored by well-known experts in the field. The book addresses graduate students and researchers in probability theory and mathematical statistics, as well as physicists and engineers who need to apply stochastic methods.
Author: Achim Klenke Publisher: Springer Science & Business Media ISBN: 1848000480 Category : Mathematics Languages : en Pages : 621
Book Description
Aimed primarily at graduate students and researchers, this text is a comprehensive course in modern probability theory and its measure-theoretical foundations. It covers a wide variety of topics, many of which are not usually found in introductory textbooks. The theory is developed rigorously and in a self-contained way, with the chapters on measure theory interlaced with the probabilistic chapters in order to display the power of the abstract concepts in the world of probability theory. In addition, plenty of figures, computer simulations, biographic details of key mathematicians, and a wealth of examples support and enliven the presentation.
Author: Michel Loeve Publisher: Courier Dover Publications ISBN: 0486814882 Category : Mathematics Languages : en Pages : 705
Book Description
Following its 1963 publication, this volume served as the standard advanced text in probability theory. Suitable for undergraduate and graduate students, the treatment includes extensive introductory material.
Author: Kai Lai Chung Publisher: Academic Press ISBN: 0080570402 Category : Mathematics Languages : en Pages : 381
Book Description
This book contains about 500 exercises consisting mostly of special cases and examples, second thoughts and alternative arguments, natural extensions, and some novel departures. With a few obvious exceptions they are neither profound nor trivial, and hints and comments are appended to many of them. If they tend to be somewhat inbred, at least they are relevant to the text and should help in its digestion. As a bold venture I have marked a few of them with a * to indicate a "must", although no rigid standard of selection has been used. Some of these are needed in the book, but in any case the reader's study of the text will be more complete after he has tried at least those problems.
Author: Alʹbert Nikolaevich Shiri︠a︡ev Publisher: Springer Science & Business Media ISBN: 9783540546870 Category : Business & Economics Languages : en Pages : 272
Book Description
This volume of the Encyclopaedia is a survey of stochastic calculus, an increasingly important part of probability, authored by well-known experts in the field. The book addresses graduate students and researchers in probability theory and mathematical statistics, as well as physicists and engineers who need to apply stochastic methods.
Author: Rabi Bhattacharya Publisher: Springer ISBN: 3319479741 Category : Mathematics Languages : en Pages : 270
Book Description
This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. In this second edition, the text has been reorganized for didactic purposes, new exercises have been added and basic theory has been expanded. General Markov dependent sequences and their convergence to equilibrium is the subject of an entirely new chapter. The introduction of conditional expectation and conditional probability very early in the text maintains the pedagogic innovation of the first edition; conditional expectation is illustrated in detail in the context of an expanded treatment of martingales, the Markov property, and the strong Markov property. Weak convergence of probabilities on metric spaces and Brownian motion are two topics to highlight. A selection of large deviation and/or concentration inequalities ranging from those of Chebyshev, Cramer–Chernoff, Bahadur–Rao, to Hoeffding have been added, with illustrative comparisons of their use in practice. This also includes a treatment of the Berry–Esseen error estimate in the central limit theorem. The authors assume mathematical maturity at a graduate level; otherwise the book is suitable for students with varying levels of background in analysis and measure theory. For the reader who needs refreshers, theorems from analysis and measure theory used in the main text are provided in comprehensive appendices, along with their proofs, for ease of reference. Rabi Bhattacharya is Professor of Mathematics at the University of Arizona. Edward Waymire is Professor of Mathematics at Oregon State University. Both authors have co-authored numerous books, including a series of four upcoming graduate textbooks in stochastic processes with applications.
Author: Yurij V. Prokhorov Publisher: Springer ISBN: 9783662036419 Category : Mathematics Languages : en Pages : 256
Book Description
This volume of the Encyclopaedia is a survey of stochastic calculus, an increasingly important part of probability, authored by well-known experts in the field. The book addresses graduate students and researchers in probability theory and mathematical statistics, as well as physicists and engineers who need to apply stochastic methods.
Author: Yurij V. Prokhorov
Author: Yurij V. Prokhorov
Author: Achim Klenke
Author: Prokhorov
Author: Michel Loeve
Author: 
Author: Yu. V. Prokhorov
Author: Kai Lai Chung
Author: Alʹbert Nikolaevich Shiri︠a︡ev
Author: Rabi Bhattacharya
Author: Yurij V. Prokhorov