Name: Studies in the Theory of Random Processes (Dover Books on Mathematics) (en Inglés)
Price: 81.99 PEN
Availability: InStock
Author: A. V. Skorokhod
ISBN: 9780486642406

portada Studies in the Theory of Random Processes (Dover Books on Mathematics) (en Inglés)

Studies in the Theory of Random Processes (Dover Books on Mathematics) (en Inglés)

Formato

Libro Físico

Editorial

Dover Publications Inc.

Autor

A. V. Skorokhod

Año

2017

Idioma

Inglés

N° páginas

208

Encuadernación

Tapa Blanda

ISBN13

9780486642406

Categorías

Estocástica

Studies in the Theory of Random Processes (Dover Books on Mathematics) (en Inglés)

A. V. Skorokhod (Autor) · Dover Publications Inc. · Tapa Blanda

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Reseña del libro "Studies in the Theory of Random Processes (Dover Books on Mathematics) (en Inglés)"

This text is devoted to the development of certain probabilistic methods in the specific field of stochastic differential equations and limit theorems for Markov processes. Specialists, researchers, and students in the field of probability will find it a source of important theorems as well as a remarkable amount of advanced material in compact form. The treatment begins by introducing the basic facts of the theory of random processes and constructing the auxiliary apparatus of stochastic integrals. All proofs are presented in full. Succeeding chapters explore the theory of stochastic differential equations, permitting the construction of a broad class of Markov processes on the basis of simple processes. The final chapters are devoted to various limit theorems connected with the convergence of a sequence of Markov chains to a Markov process with continuous time. Topics include the probability method of estimating how fast the sequence converges in the limit theorems and the precision of the limit theorems.