Theory and Statistical Applications of Stochastic Processes — Yuliya Mishura, г. Скачать книгу / читать онлайн

Внимание! Здесь вы можете ознакомиться с книгой Theory and Statistical Applications of Stochastic Processes года от Theory and Statistical Applications of Stochastic Processes

Скачать книгу »
Читать онлайн »

Описание книги:
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.

Скачать книгу »
Читать онлайн »