The Theory of Stochastic Processes III
From the Reviews: "Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfection." D.W. Stroock in Bulletin of the American Mathematical Society, 1980 "To call this work encyclopedic would not give an accurate picture of its content...
| Main Authors: | , |
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| Format: | eBook |
| Language: | Inglés |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
2007.
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| Edition: | 1st ed. 2007. |
| Series: | Classics in Mathematics,
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| Subjects: | |
| See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009786572506719 |
Table of Contents:
- Martingales and Stochastic Integrals
- Stochastic Differential Equations
- Stochastic Differential Equations for Continuous Processes and Continuous Markov Processes ?m.
