Theory and statistical applications of stochastic processes /

This book is concerned with the theory of stochastic processes and the theoretical aspects of statistics for stochastic processes. It combines classic topics such as construction of stochastic processes, associated filtrations, processes with independent increments, Gaussian processes, martingales,...

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Bibliographic Details
Main Authors: Mishura, I͡Ulii͡a S. (Author), Shevchenko, Georgiy (Author)
Format: eBook
Published: London : Hoboken, NJ : ISTE ; Wiley, 2017.
Online Access:CONNECT