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Basic Stochastic Processes [[electronic resource] ] : A Course Through Exercises / / by Zdzislaw Brzezniak, Tomasz Zastawniak
| Basic Stochastic Processes [[electronic resource] ] : A Course Through Exercises / / by Zdzislaw Brzezniak, Tomasz Zastawniak |
| Autore | Brzezniak Zdzislaw |
| Edizione | [1st ed. 1999.] |
| Pubbl/distr/stampa | London : , : Springer London : , : Imprint : Springer, , 1999 |
| Descrizione fisica | 1 online resource (X, 226 p.) |
| Disciplina | 519.2 |
| Collana | Springer Undergraduate Mathematics Series |
| Soggetto topico |
Probabilities
Observations, Astronomical Astronomy—Observations Probability Theory and Stochastic Processes Astronomy, Observations and Techniques |
| ISBN | 1-4471-0533-8 |
| Classificazione | 60Gxx |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Review of Probability -- 1.1 Events and Probability -- 1.2 Random Variables -- 1.3 Conditional Probability and Independence -- 1.4 Solutions -- 2. Conditional Expectation -- 2.1 Conditioning on an Event -- 2.2 Conditioning on a Discrete Random Variable -- 2.3 Conditioning on an Arbitrary Random Variable -- 2.4 Conditioning on a ?-Field -- 2.5 General Properties -- 2.6 Various Exercises on Conditional Expectation -- 2.7 Solutions -- 3. Martingales in Discrete -- 3.1 Sequences of Random Variables -- 3.2 Filtrations -- 3.3 Martingales -- 3.4 Games of Chance -- 3.5 Stopping Times -- 3.6 Optional Stopping Theorem -- 3.7 Solutions -- 4. Martingale Inequalities and Convergence -- 4.1 Doob’s Martingale Inequalities -- 4.2 Doob’s Martingale Convergence Theorem -- 4.3 Uniform Integrability and L1 Convergence of Martingales -- 4.4 Solutions -- 5. Markov Chains -- 5.1 First Examples and Definitions -- 5.2 Classification of States -- 5.3 Long-Time Behaviour of Markov Chains: General Case -- 5.4 Long-Time Behaviour of Markov Chains with Finite State Space -- 5.5 Solutions -- 6. Stochastic Processes in Continuous Time -- 6.1 General Notions -- 6.2 Poisson Process -- 6.3 Brownian Motion -- 6.4 Solutions -- 7. Itô Stochastic Calculus -- 7.1 Itô Stochastic Integral: Definition -- 7.2 Examples -- 7.3 Properties of the Stochastic Integral -- 7.4 Stochastic Differential and Itô Formula -- 7.5 Stochastic Differential Equations -- 7.6 Solutions. |
| Record Nr. | UNINA-9910480059903321 |
Brzezniak Zdzislaw
|
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| London : , : Springer London : , : Imprint : Springer, , 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Basic Stochastic Processes [[electronic resource] ] : A Course Through Exercises / / by Zdzislaw Brzezniak, Tomasz Zastawniak
| Basic Stochastic Processes [[electronic resource] ] : A Course Through Exercises / / by Zdzislaw Brzezniak, Tomasz Zastawniak |
| Autore | Brzezniak Zdzislaw |
| Edizione | [1st ed. 1999.] |
| Pubbl/distr/stampa | London : , : Springer London : , : Imprint : Springer, , 1999 |
| Descrizione fisica | 1 online resource (X, 226 p.) |
| Disciplina | 519.2 |
| Collana | Springer Undergraduate Mathematics Series |
| Soggetto topico |
Probabilities
Observations, Astronomical Astronomy—Observations Probability Theory and Stochastic Processes Astronomy, Observations and Techniques |
| ISBN | 1-4471-0533-8 |
| Classificazione | 60Gxx |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Review of Probability -- 1.1 Events and Probability -- 1.2 Random Variables -- 1.3 Conditional Probability and Independence -- 1.4 Solutions -- 2. Conditional Expectation -- 2.1 Conditioning on an Event -- 2.2 Conditioning on a Discrete Random Variable -- 2.3 Conditioning on an Arbitrary Random Variable -- 2.4 Conditioning on a ?-Field -- 2.5 General Properties -- 2.6 Various Exercises on Conditional Expectation -- 2.7 Solutions -- 3. Martingales in Discrete -- 3.1 Sequences of Random Variables -- 3.2 Filtrations -- 3.3 Martingales -- 3.4 Games of Chance -- 3.5 Stopping Times -- 3.6 Optional Stopping Theorem -- 3.7 Solutions -- 4. Martingale Inequalities and Convergence -- 4.1 Doob’s Martingale Inequalities -- 4.2 Doob’s Martingale Convergence Theorem -- 4.3 Uniform Integrability and L1 Convergence of Martingales -- 4.4 Solutions -- 5. Markov Chains -- 5.1 First Examples and Definitions -- 5.2 Classification of States -- 5.3 Long-Time Behaviour of Markov Chains: General Case -- 5.4 Long-Time Behaviour of Markov Chains with Finite State Space -- 5.5 Solutions -- 6. Stochastic Processes in Continuous Time -- 6.1 General Notions -- 6.2 Poisson Process -- 6.3 Brownian Motion -- 6.4 Solutions -- 7. Itô Stochastic Calculus -- 7.1 Itô Stochastic Integral: Definition -- 7.2 Examples -- 7.3 Properties of the Stochastic Integral -- 7.4 Stochastic Differential and Itô Formula -- 7.5 Stochastic Differential Equations -- 7.6 Solutions. |
| Record Nr. | UNINA-9910789349903321 |
|
Brzezniak Zdzislaw
|
||
| London : , : Springer London : , : Imprint : Springer, , 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Basic Stochastic Processes : A Course Through Exercises / / by Zdzislaw Brzezniak, Tomasz Zastawniak
| Basic Stochastic Processes : A Course Through Exercises / / by Zdzislaw Brzezniak, Tomasz Zastawniak |
| Autore | Brzezniak Z. |
| Edizione | [1st ed. 1999.] |
| Pubbl/distr/stampa | London : , : Springer London : , : Imprint : Springer, , 1999 |
| Descrizione fisica | 1 online resource (X, 226 p.) |
| Disciplina | 519.2 |
| Collana | Springer Undergraduate Mathematics Series |
| Soggetto topico |
Probabilities
Astronomy Probability Theory Astronomy, Observations and Techniques |
| ISBN |
9781447105336
1447105338 |
| Classificazione | 60Gxx |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Review of Probability -- 1.1 Events and Probability -- 1.2 Random Variables -- 1.3 Conditional Probability and Independence -- 1.4 Solutions -- 2. Conditional Expectation -- 2.1 Conditioning on an Event -- 2.2 Conditioning on a Discrete Random Variable -- 2.3 Conditioning on an Arbitrary Random Variable -- 2.4 Conditioning on a ?-Field -- 2.5 General Properties -- 2.6 Various Exercises on Conditional Expectation -- 2.7 Solutions -- 3. Martingales in Discrete -- 3.1 Sequences of Random Variables -- 3.2 Filtrations -- 3.3 Martingales -- 3.4 Games of Chance -- 3.5 Stopping Times -- 3.6 Optional Stopping Theorem -- 3.7 Solutions -- 4. Martingale Inequalities and Convergence -- 4.1 Doob’s Martingale Inequalities -- 4.2 Doob’s Martingale Convergence Theorem -- 4.3 Uniform Integrability and L1 Convergence of Martingales -- 4.4 Solutions -- 5. Markov Chains -- 5.1 First Examples and Definitions -- 5.2 Classification of States -- 5.3 Long-Time Behaviour of Markov Chains: General Case -- 5.4 Long-Time Behaviour of MarkovChains with Finite State Space -- 5.5 Solutions -- 6. Stochastic Processes in Continuous Time -- 6.1 General Notions -- 6.2 Poisson Process -- 6.3 Brownian Motion -- 6.4 Solutions -- 7. Itô Stochastic Calculus -- 7.1 Itô Stochastic Integral: Definition -- 7.2 Examples -- 7.3 Properties of the Stochastic Integral -- 7.4 Stochastic Differential and Itô Formula -- 7.5 Stochastic Differential Equations -- 7.6 Solutions. |
| Record Nr. | UNINA-9910965757503321 |
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Brzezniak Z.
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| London : , : Springer London : , : Imprint : Springer, , 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Seminaire sur les Fonctions Aleatoires Lineaires et les Mesures Cylindriques [[electronic resource] /] / by A. Badrikian
| Seminaire sur les Fonctions Aleatoires Lineaires et les Mesures Cylindriques [[electronic resource] /] / by A. Badrikian |
| Autore | Badrikian A |
| Edizione | [1st ed. 1970.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1970 |
| Descrizione fisica | 1 online resource (221 p.) |
| Disciplina | 510 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Mathematics
Mathematics, general |
| ISBN | 3-540-36296-7 |
| Classificazione | 60Gxx |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Nota di contenuto | Processus stochastiques lineaires et mesures cylindriques -- Transformees de fourier des mesures cylindriques -- Le theoreme de bochner -- Integration sur un espace completement regulier -- Convergence des mesures -- Operations sur les mesures de radon -- Limites projectives de mesures de radon -- Espaces polonais, lusiniens, sousliniens et radoniens -- Topologies equivalentes -- Les theoremes de type Bochner et P. Levy -- Mesures cylindriques gaussiennes -- Applications radonifiantes. |
| Record Nr. | UNISA-996466651903316 |
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Badrikian A
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1970 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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