Stochastic analysis involves the study of a process involving a randomly determined sequence of observations, each of which represents a sample of one element of probability distribution. This volume considers fundamental theories and contrasts the natural interplay between real and abstract methods.
Starting with the introduction of the basic Kolmogorov-Bochner existence theorem, the text explores conditional expectations and probabilities as well as projective and direct limits. Subsequent chapters examine several aspects of discrete martingale theory, including applications to ergodic theory, likelihood ratios, and the Gaussian dichotomy theorem. Prerequisites include a standard measure theory course. No prior knowledge of probability is assumed; therefore, most of the results are proved in detail. Each chapter concludes with a problem section that features many hints and facts, including the most important results in information theory. - See more at: http://store.doverpublications.com/0486481220.html#sthash.Wadi9XOb.dpuf
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List Price : US$ 33.00Reliability of Safety Critical Systems Theory and ... -- ©2014
Marvin Rausand
List Price : US$ 125.00Stochastic Models in Operations Research, Vol. I: ... -- ©2003
Daniel P. Heyman
List Price : US$ 30.00Theory of Probability: A critical introductory ... -- ©2017
Bruno de Finetti
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Samuel E. Buttrey
List Price : US$ 85.00Introduction to Quantitative Methods in Business: ... -- ©2016
Bharat Kolluri
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