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
Language:	English
Published:	London : Hoboken, NJ : ISTE ; Wiley, 2017.
Subjects:	Stochastic processes. Electronic books.
Online Access:	Connect to the full text of this electronic book