+30 210 64 66 118
Save 10%

Studies in the Theory of Random Processes

9780486642406
Upon request Dispatched within 10 - 15 working days. Ρrovided that there’s sufficient stock at the supplier.
15.70 
List price: 17.40 
You save: 1.70 € (10%)
+
Add to wish list

This text is devoted to the development of certain probabilistic methods in the specific field of stochastic differential equations and limit theorems for Markov processes. Specialists, researchers, and students in the field of probability will find it a source of important theorems as well as a remarkable amount of advanced material in compact form.

The treatment begins by introducing the basic facts of the theory of random processes and constructing the auxiliary apparatus of stochastic integrals. All proofs are presented in full. Succeeding chapters explore the theory of stochastic differential equations, permitting the construction of a broad class of Markov processes on the basis of simple processes. The final chapters are devoted to various limit theorems connected with the convergence of a sequence of Markov chains to a Markov process with continuous time. Topics include the probability method of estimating how fast the sequence converges in the limit theorems and the precision of the limit theorems.

Category:
Science
Cover:
Paperback
Edition Number:
1
ISBN:
9780486642406
Pages:
199
Author:
Skorokhod Anatoli
Publisher:
DOVER
Release Year:
2017
Save 10%
Add to wish list
Save 10%
The Development of Mathematics
26.20 
29.00 
Add to wish list
Save 10%
Add to wish list
Save 10%
Introduction to Topological Groups
19.90 
22.00 
Add to wish list
Save 10%
Add to wish list