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The Resource Introduction to the theory of random processes, N.V. Krylov

Introduction to the theory of random processes, N.V. Krylov

Label
Introduction to the theory of random processes
Title
Introduction to the theory of random processes
Statement of responsibility
N.V. Krylov
Creator
Subject
Language
eng
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
Krylov, N. V.
Dewey number
519.2/3
Index
index present
LC call number
QA274
LC item number
.K79 2002
Literary form
non fiction
Nature of contents
bibliography
Series statement
Graduate studies in mathematics,
Series volume
v. 43
http://library.link/vocab/subjectName
Stochastic processes
Label
Introduction to the theory of random processes, N.V. Krylov
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 227-228) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • 4.
  • Continuous random processes
  • Ch. 2.
  • The Wiener Process.
  • 1.
  • Brownian motion and the Wiener process.
  • 2.
  • Some properties of the Wiener process.
  • 3.
  • Integration against random orthogonal measures.
  • Ch. 1.
  • 4.
  • The Wiener process on [0, [infinity]).
  • 5.
  • Markov and strong Markov properties of the Wiener process.
  • 6.
  • Examples of applying the strong Markov property.
  • 7.
  • Ito stochastic integral.
  • 8.
  • The structure of Ito integrable functions
  • Generalities.
  • Ch. 3.
  • Martingales.
  • 1.
  • Conditional expectations.
  • 2.
  • Discrete time martingales.
  • 3.
  • Properties of martingales.
  • 4.
  • Limit theorems for martingales
  • 1.
  • Some selected topics from probability theory.
  • 2.
  • Some facts from measure theory on Polish spaces.
  • 3.
  • The notion of random process.
Control code
48851318
Dimensions
26 cm
Extent
xii, 230 pages
Isbn
9780821829851
Isbn Type
(alk. paper)
Lccn
2002018241
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Label
Introduction to the theory of random processes, N.V. Krylov
Publication
Bibliography note
Includes bibliographical references (pages 227-228) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • 4.
  • Continuous random processes
  • Ch. 2.
  • The Wiener Process.
  • 1.
  • Brownian motion and the Wiener process.
  • 2.
  • Some properties of the Wiener process.
  • 3.
  • Integration against random orthogonal measures.
  • Ch. 1.
  • 4.
  • The Wiener process on [0, [infinity]).
  • 5.
  • Markov and strong Markov properties of the Wiener process.
  • 6.
  • Examples of applying the strong Markov property.
  • 7.
  • Ito stochastic integral.
  • 8.
  • The structure of Ito integrable functions
  • Generalities.
  • Ch. 3.
  • Martingales.
  • 1.
  • Conditional expectations.
  • 2.
  • Discrete time martingales.
  • 3.
  • Properties of martingales.
  • 4.
  • Limit theorems for martingales
  • 1.
  • Some selected topics from probability theory.
  • 2.
  • Some facts from measure theory on Polish spaces.
  • 3.
  • The notion of random process.
Control code
48851318
Dimensions
26 cm
Extent
xii, 230 pages
Isbn
9780821829851
Isbn Type
(alk. paper)
Lccn
2002018241
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n

Library Locations

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      38.944377 -92.326537
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