Probability Theory III : Stochastic Calculus

Yurij V. Prokhorov

ISBN 10: 3642081223 / ISBN 13: 9783642081224

Verlag: Springer Berlin Heidelberg, Springer Berlin Heidelberg, 2010

Beschreibung

Druck auf Anfrage Neuware - Printed after ordering - Preface In the axioms of probability theory proposed by Kolmogorov the basic 'probabilistic' object is the concept of a probability model or probability space. This is a triple (n, F, P), where n is the space of elementary events or outcomes, F is a a-algebra of subsets of n announced by the events and P is a probability measure or a probability on the measure space (n, F). This generally accepted system of axioms of probability theory proved to be so successful that, apart from its simplicity, it enabled one to embrace the classical branches of probability theory and, at the same time, it paved the way for the development of new chapters in it, in particular, the theory of random (or stochastic) processes. In the theory of random processes, various classes of processes have been studied in depth. Theories of processes with independent increments, Markov processes, stationary processes, among others, have been constructed. In the formation and development of the theory of random processes, a significant event was the realization that the construction of a 'general theory of ran dom processes' requires the introduction of a flow of a-algebras (a filtration) F = (Ftk::o supplementing the triple (n, F, P), where F is interpreted as t the collection of events from F observable up to time t.

Bestandsnummer des Verkäufers 9783642081224

Bibliografische Details

• Titel: Probability Theory III : Stochastic Calculus
• Verlag: Springer Berlin Heidelberg, Springer Berlin Heidelberg
• Erscheinungsjahr: 2010
• Sprache: Englisch
• ISBN-10: 3642081223
• ISBN-13: 9783642081224
• Einband: Taschenbuch
• Zustand: Neu
• Abmessungen: 234B x 156 H x 15 T Millimeter Breite: 234 mm, Höhe: 156 mm, Tiefe: 15 mm
• Gewicht: 406 Gramm

Über diesen Titel

Inhaltsangabe

This volume of the Encyclopaedia is a survey of stochastic calculus, an increasingly important part of probability, authored by well-known experts in the field. The book addresses graduate students and researchers in probability theory and mathematical statistics, as well as physicists and engineers who need to apply stochastic methods.

Über die Autorin bzw. den Autor

Charlotte y Peter Fiell son dos autoridades en historia, teoría y crítica del diseño y han escrito más de sesenta libros sobre la materia, muchos de los cuales se han convertido en éxitos de ventas. También han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Diseño del siglo XX, El diseño industrial de la A a la Z, Scandinavian Design y Diseño del siglo XXI.