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Stochastic Processes with a Multidimension Parameter by M. Dozzi (Paperback, 1989)
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Product Information
The aim of this study is to show where new concepts are necessary for the analysis of multiparameter processes and how the results compare with classical results for one-parameter processes, to apply results for multiparameter processes to stochastic processes with values in function spaces and to show how the classical and the multiparameter stochastic calculus is used for explicit results on more special processes. The emphasis is on the decomposition and integration of stochastic processes and on stochstic differential equations for these processes. The last chapter contains results for special processes such as harness and Markov properties and result on occupation integrals and local time for the Wiener process.Product Identifiers
PublisherLongman
ISBN-139780582031272
eBay Product ID (ePID)90485091
Product Key Features
Number of Pages216 Pages
LanguageEnglish
Publication NameStochastic Processes with a Multidimension Parameter
Publication Year1989
SubjectMathematics
TypeTextbook
AuthorM. Dozzi
SeriesPitman Research Notes in Mathematics Series
FormatPaperback
Dimensions
Item Height240 mm
Item Weight401 g
Volume194
Additional Product Features
Country/Region of ManufactureUnited Kingdom
Title_AuthorM. Dozzi
Issn0269-3674
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