Probability Theory III: Stochastic Calculus
Yurij V. Prokhorov · Albert N. Shiryaev
mar. 2013 · Encyclopaedia of Mathematical Sciences Bog 45 · Springer Science & Business Media
E-bog
256
Sider
reportBedømmelser og anmeldelser verificeres ikke Få flere oplysninger
Om denne e-bog
Preface In the axioms of probability theory proposed by Kolmogorov the basic "probabilistic" object is the concept of a probability model or probability space. This is a triple (n, F, P), where n is the space of elementary events or outcomes, F is a a-algebra of subsets of n announced by the events and P is a probability measure or a probability on the measure space (n, F). This generally accepted system of axioms of probability theory proved to be so successful that, apart from its simplicity, it enabled one to embrace the classical branches of probability theory and, at the same time, it paved the way for the development of new chapters in it, in particular, the theory of random (or stochastic) processes. In the theory of random processes, various classes of processes have been studied in depth. Theories of processes with independent increments, Markov processes, stationary processes, among others, have been constructed. In the formation and development of the theory of random processes, a significant event was the realization that the construction of a "general theory of ran dom processes" requires the introduction of a flow of a-algebras (a filtration) F = (Ftk::o supplementing the triple (n, F, P), where F is interpreted as t the collection of events from F observable up to time t.
Bedøm denne e-bog
Fortæl os, hvad du mener.
Oplysninger om læsning
Smartphones og tablets
Installer appen Google Play Bøger til Android og iPad/iPhone. Den synkroniserer automatisk med din konto og giver dig mulighed for at læse online eller offline, uanset hvor du er.
Bærbare og stationære computere
Du kan høre lydbøger, du har købt i Google Play via browseren på din computer.
e-læsere og andre enheder
Hvis du vil læse på e-ink-enheder som f.eks. Kobo-e-læsere, skal du downloade en fil og overføre den til din enhed. Følg den detaljerede vejledning i Hjælp for at overføre filerne til understøttede e-læsere.
