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Foundations of Stochastic Analysis

Foundations of Stochastic Analysis - 81 edition

Foundations of Stochastic Analysis - 81 edition

ISBN13: 9780486481227

ISBN10: 0486481220

Foundations of Stochastic Analysis by Rao - ISBN 9780486481227
Edition: 81
Copyright: 1981
Publisher: Dover Publications, Inc.
Published:
International: No
Foundations of Stochastic Analysis by Rao - ISBN 9780486481227

ISBN13: 9780486481227

ISBN10: 0486481220

Edition: 81

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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.