Stochastic Processes: General Theory

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884.00
出  版 社
出版时间
1995年10月31日
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精装
ISBN
9780792337256
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页      码
660
语      种
英语
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图书简介
Stochastic Processes: General Theory starts with the fundamental existence theorem of Kolmogorov, together with several of its extensions to stochastic processes. It treats the function theoretical aspects of processes and includes an extended account of martingales and their generalizations. Various compositions of (quasi- or semi-)martingales and their integrals are given. Here the Bochner boundedness principle plays a unifying role: a unique feature of the book. Applications to higher order stochastic differential equations and
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Princeton University Library
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