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Foundations of Stochastic Analysis

Foundations of Stochastic Analysis - 81 edition

ISBN13: 978-0486481227

Cover of Foundations of Stochastic Analysis 81 (ISBN 978-0486481227)
ISBN13: 978-0486481227
ISBN10: 0486481220
Cover type: Paperback
Edition/Copyright: 81
Publisher: Dover Publications, Inc.
Published: 1981
International: No

List price: $22.95

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Foundations of Stochastic Analysis - 81 edition

ISBN13: 978-0486481227

Rao

ISBN13: 978-0486481227
ISBN10: 0486481220
Cover type: Paperback
Edition/Copyright: 81
Publisher: Dover Publications, Inc.

Published: 1981
International: No
Summary

Starting with the introduction of the basic Kolmogorov-Bochner existence theorem, this text explores conditional expectations and probabilities as well as projective and direct limits. Topics include several aspects of discrete martingale theory, including applications to ergodic theory, likelihood ratios, and the Gaussian dichotomy theorem. Numerous problems, most with hints. 1981 edition.

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