Stochastic Processes: General Theory: 342 (Mathematics and Its Applications, 342) - Image 1

£322.87

Springer Stochastic Processes: General Theory: 342 (Mathematics and Its Applications, 342)

Name: Stochastic Processes: General Theory: 342 (Mathematics and Its Applications, 342)
Brand: Springer
Price: 322.87 GBP
Availability: InStock

Applied Mathematics

It has never been this cheap. We have no record of a lower price.

£323 today · cheaper than every other day in the last 5 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 2 days • 2 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 2 days • 1 price levels

Days at Price

Price Analysis

Most common price: £323 (2 days, 100.0%)

Price range: £323 - £323

Price levels: 1 different prices over 2 days

Description

Stochastic Processes: General Theory starts with the fundamental existence theorem of Kolmogorov, together with several of its extensions to stochastic processes. It treats the function theoretical aspects of processes and includes an extended account of martingales and their generalizations. Various compositions of (quasi- or semi-)martingales and their integrals are given. Here the Bochner boundedness principle plays a unifying role: a unique feature of the book. Applications to higher order stochastic differential equations and their special features are presented in detail. Stochastic processes in a manifold and multiparameter stochastic analysis are also discussed. Each of the seven chapters includes complements, exercises and extensive references: many avenues of research are suggested. The book is a completely revised and enlarged version of the author's Stochastic Processes and Integration (Noordhoff, 1979). The new title reflects the content and generality of the extensive amount of new material. Audience: Suitable as a text/reference for second year graduate classes and seminars. A knowledge of real analysis, including Lebesgue integration, is a prerequisite.

Product Specifications

Brand: Springer
Format: Hardcover
ASIN: 0792337255
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 31 October 1995
Listed Since: 15 December 2006

Barcode

No barcode data available

Springer Stochastic Processes: General Theory: 342 (Mathematics and Its Applications, 342)

It has never been this cheap. We have no record of a lower price.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Semimartingale Theory and Stochastic Calculus

Stochastic Calculus: An Introduction Through Theory and Exercises (Universitext)

Stochastic Equations in Infinite Dimensions: 152 (Encyclopedia of Mathematics and its Applications, Series Number 152)

Stochastic Methods: A Handbook for the Natural and Social Sciences: 13 (Springer Series in Synergetics, 13)

Stochastic Processes (Probability and Its Applications (duplicate))

An Introduction to Stochastic Processes with Applications to Biology

Stochastic Calculus: A Practical Introduction: 6 (Probability and Stochastics Series)

Stochastic Processes: Inference Theory: 508 (Mathematics and Its Applications, 508)

Elements of Stochastic Dynamics

Stochastic Processes: Inference Theory: 508 (Mathematics and Its Applications)

An Introduction to Stochastic Modeling

Introduction to Stochastic Integration (Modern Birkhäuser Classics)

Random Walk, Brownian Motion, and Martingales: 292 (Graduate Texts in Mathematics, 292)

A First Course in Stochastic Processes

Stationary Stochastic Processes: Theory and Applications (Chapman & Hall/CRC Texts in Statistical Science)

Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory: 86 (Probability Theory and Stochastic Modelling, 86)

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

Stochastic Partial Differential Equations and Related Fields: In Honor of Michael Röckner SPDERF, Bielefeld, Germany, October 10 -14, 2016: 229 (Springer Proceedings in Mathematics & Statistics, 229)

Stochastic Partial Differential Equations and Related Fields: In Honor of Michael Röckner SPDERF, Bielefeld, Germany, October 10 -14, 2016: 229 (Springer Proceedings in Mathematics & Statistics, 229)

Upper and Lower Bounds for Stochastic Processes: Decomposition Theorems: 60 (Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics, 60)

Local Properties of Distributions of Stochastic Functionals (Translations of Mathematical Monographs)

Stochastic Differential Equations: 72 (Ergebnisse der Mathematik und ihrer Grenzgebiete. 2. Folge, 72)

Markov Processes from K. Ito's Perspective (AM-155) (Annals of Mathematics Studies)

Beyond The Triangle: Brownian Motion, Ito Calculus, And Fokker-Planck Equation - Fractional Generalizations