[DOWNLOAD] "Theory and Statistical Applications of Stochastic Processes" by Yuliya Mishura & Georgiy Shevchenko # Book PDF Kindle ePub Free

eBook details

Title: Theory and Statistical Applications of Stochastic Processes
Author : Yuliya Mishura & Georgiy Shevchenko
Release Date : January 30, 2017
Genre: Mathematics,Books,Science & Nature,
Pages : * pages
Size : 59241 KB

Description

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, Markov properties, continuity and related properties of trajectories with contemporary subjects: integration with respect to Gaussian processes, Itȏ integration, stochastic analysis, stochastic differential equations, fractional Brownian motion and parameter estimation in diffusion models.