Lectures on the Theory of Stochastic Processes
eBook - PDF

Lectures on the Theory of Stochastic Processes

  1. 192 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Lectures on the Theory of Stochastic Processes

About this book

No detailed description available for "Lectures on the Theory of Stochastic Processes".

Trusted by 375,005 students

Access to over 1.5 million titles for a fair monthly price.

Study more efficiently using our study tools.

Information

Publisher
De Gruyter
Year
2019
Print ISBN
9789067642064
eBook ISBN
9783110618167
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. Itô's formula with some corollaries
  35. Bibliography

Frequently asked questions

Yes, you can cancel anytime from the Subscription tab in your account settings on the Perlego website. Your subscription will stay active until the end of your current billing period. Learn how to cancel your subscription
No, books cannot be downloaded as external files, such as PDFs, for use outside of Perlego. However, you can download books within the Perlego app for offline reading on mobile or tablet. Learn how to download books offline
Perlego offers two plans: Essential and Complete
  • Essential is ideal for learners and professionals who enjoy exploring a wide range of subjects. Access the Essential Library with 800,000+ trusted titles and best-sellers across business, personal growth, and the humanities. Includes unlimited reading time and Standard Read Aloud voice.
  • Complete: Perfect for advanced learners and researchers needing full, unrestricted access. Unlock 1.5M+ books across hundreds of subjects, including academic and specialized titles. The Complete Plan also includes advanced features like Premium Read Aloud and Research Assistant.
Both plans are available with monthly, semester, or annual billing cycles.
We are an online textbook subscription service, where you can get access to an entire online library for less than the price of a single book per month. With over 1.5 million books across 990+ topics, we’ve got you covered! Learn about our mission
Look out for the read-aloud symbol on your next book to see if you can listen to it. The read-aloud tool reads text aloud for you, highlighting the text as it is being read. You can pause it, speed it up and slow it down. Learn more about Read Aloud
Yes! You can use the Perlego app on both iOS and Android devices to read anytime, anywhere — even offline. Perfect for commutes or when you’re on the go.
Please note we cannot support devices running on iOS 13 and Android 7 or earlier. Learn more about using the app
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 1.5 million books available in our catalogue for you to explore.