Theory and statistical applications of stochastic processes. (2017)

• Record Type: Book
• Further Information: Note: Yuliya Mishura, Georgiy Shevchenko.
• Authors: Mishura, I︠U︡lii︠a︡ S; Shevchenko, Georgiy
• Contents: Part1.Theory of Stochastic Processes. 1. Stochastic Processes. General Properties. Trajectories, Finite-dimensional Distributions. 2. Stochastic Processes with Independent Increments. 3. Gaussian Processes. Integration with Respect to Gaussian Processes. 4. Construction, Properties and Some Functionals of the Wiener Process and Fractional Brownian Motion. 5. Martingales and Related Processes. 6. Regularity of Trajectories of Stochastic Processes. 7. Markov and Diffusion Processes. 8. Stochastic Integration. 9. Stochastic Differential Equations. Part 2. Statistics of Stochastic Processes. 10. Parameter Estimation. 11. Filtering Problem. Kalman-Bucy Filter.
• Edition: 1st
• Publisher Details: London : Wiley-ISTE
• Publication Date: 2017
• Extent: 1 online resource
• Subjects: 519.23; Stochastic processes
• Languages: English
• ISBNs: 9781119476597; 9781119476634
• Related ISBNs: 9781786300508
• Notes: Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.