£111.00

Wiley Theory and Statistical Applications of Stochastic Processes (Mathematics and Statistics)

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£111 today · all-time low £108 (Jul 2025) · usually the usual

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£118.79 £107.27 £109.79 £112.30 £114.81 £117.32 £119.84 10 June 2024 16 November 2024 24 April 2025 30 September 2025 09 March 2026

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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, Itȏ integration, stochastic analysis, stochastic differential equations, fractional Brownian motion and parameter estimation in diffusion models.

Product Specifications

Brand
Wiley
Format
Hardcover
Domain
Amazon UK
Release Date
14 November 2017
Listed Since
27 January 2017

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