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<図書>
Stochastic processes : general theory

責任表示 by M.M. Rao
シリーズ Mathematics and its applications ; v. 342
データ種別 図書
出版者 Dordrecht : Kluwer Academic Publishers
出版年 c1995
本文言語 英語
大きさ xii, 623 p. ; 25 cm
概要 A text/reference for advanced graduate courses and seminars, being a revised and expanded version of the author's Stochastic Processes and Integration (Noordhoff, 1979). The first five chapters are de...oted to the general theory of processes, and the final two are largely new. A major difference of this version is the inclusion of a generalized version of Bochner's boundedness principle which enables a novel unification of all the currently used stochastic integrals. This plays a key role in Chapter 6, where both linear and nonlinear higher order stochastic differential equations are presented as applications of this idea. Chapter 7 continues the same general theme, but for processes taking values in smooth manifolds or for multiparameters. Assumes a knowledge of real analysis including Lebesgue integration. Annotation copyright by Book News, Inc., Portland, OR続きを見る

所蔵情報


理系図3F 数理独自 023212003005980 RAO,/40/6 1995

書誌詳細

一般注記 Bibliography: p. 589-609
Includes indexes
著者標目 *Rao, M. M. (Malempati Madhusudana), 1929-
件 名 LCSH:Stochastic processes
分 類 LCC:QA274
DC20:519.2
NDC9:417.1
書誌ID 1001394179
ISBN 0792337255
NCID BA26473737
巻冊次 ISBN:0792337255
登録日 2009.11.02
更新日 2009.11.02

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