Lectures on the Theory of Stochastic Processes
eBook - PDF

Lectures on the Theory of Stochastic Processes

  1. 189 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Lectures on the Theory of Stochastic Processes

Book details
Table of contents
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Yes, you can access Lectures on the Theory of Stochastic Processes by Anatolij V. Skorochod in PDF and/or ePUB format, as well as other popular books in Mathematics & Mathematics General. We have over one million books available in our catalogue for you to explore.

Information

Publisher
De Gruyter
Year
2019
ISBN
9783110618167
Edition
1
Topic
Mathematics
Subtopic
Mathematics General
Index
Mathematics

Table of contents

  1. Contents
  2. Preface
  3. Lecture 1. Stochastic processes. definitions. examples
  4. Lecture 2. The kolmogorov consistency theorem. classification of processes
  5. Lecture 3. Random walks. recurrence. renewal theorem
  6. Lecture 4. Martingales. inequalities for martingales
  7. Lecture 5. Theorems on the limit of a martingale
  8. Lecture 6. Stationary sequences. ergodic theorem
  9. Lecture 7. Ergodic theorem. metric transitivity
  10. Lecture 8. Regularization of a process. continuity
  11. Lecture 9. Processes without discontinuities of the second kind
  12. Lecture 10. Continuity of processes with independent increments. martingales with continuous time
  13. Lecture 11. Measurable processes
  14. Lecture 12. Stopping times. associated tr-algebras
  15. Lecture 13. Completely measurable processes
  16. Lecture 14. L2-theory
  17. Lecture 15. Stochastic integrals
  18. Lecture 16. Stationary processes. spectral representations
  19. Lecture 17. Stationary sequences. regularity and singularity
  20. Lecture 18. The prediction of a stationary sequence
  21. Lecture 19. Markov processes
  22. Lecture 20. Homogeneous markov processes and associated semigroups
  23. Lecture 21. Homogeneous purely discontinuous processes. conditions for their regularity
  24. Lecture 22. Processes with adenumerable set of states
  25. Lecture 23. Simple birth and death processes
  26. Lecture 24. Branching processes with particles of only one kind
  27. Lecture 25. Homogeneous processes and strongly continuous semigroups. resolvent operator and generator
  28. Lecture 26. The hille-iosida theorem
  29. Lecture 27. Processes with independent increments. representation of the discontinuous part
  30. Lecture 28. General representation of a stochastically continuous process with independent increments
  31. Lecture 29. Diffusion processes
  32. Lecture 30. Stochastic integrals
  33. Lecture 31. Existence, uniqueness, and properties of solutions of stochastic differential equations
  34. Lecture 32. ItĂ´'s formula with some corollaries
  35. Bibliography