The Theory of Stochastic Processes III
Published on 13. June 1979
Book
Hardback
396 pages
978-0-387-90375-0 (ISBN)
More details
Series
Language
English
Place of publication
New York, NY
United States
Target group
Professional and scholarly
Illustrations
biography
Weight
920 gr
ISBN-13
978-0-387-90375-0 (9780387903750)
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Schweitzer Classification
Other editions
Additional editions
I. I. Gihman | A. V. Skorohod
The Theory of Stochastic Processes III
Book
11/2012
Springer
€85.55
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Persons
Content
I. Martingales and Stochastic Integrals.- 1. Martingales and Their Generalizations.- 2. Stochastic Integrals.- 3. Ito's Formula.- II. Stochastic Differential Equations.- 1. General Problems of the Theory of Stochastic Differential Equations.- 2. Stochastic Differential Equations without an After-Effect.- 3. Limit Theorems for Sequences of Random Variables and Stochastic Differential Equations.- III. Stochastic Differential Equations for Continuous Processes and Continuous Markov Processes in Rm.- 1. Ito Processes.- 2. Stochastic Differential Equations for Processes of Diffusion Type.- 3. Diffusion Processes in Rm.- 4. Continuous Homogeneous Markov Processes in Rm.- Remarks.- Appendix: Corrections to Volumes I and II.