Foundations of Stochastic Analysis
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- Synopsis
- 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.
- Copyright:
- 1981
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9780486296531
- Related ISBNs:
- 9780486481227
- Publisher:
- Dover Publications
- Date of Addition:
- 02/13/18
- Copyrighted By:
- M. M. Rao
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.