Theory and Statistical Applications of Stochastic Processes Mishura Hardback

Theory and Statistical Applications of Stochastic Processes\n\nYuliya Mishura (Author), Georgiy Shevchenko (Author)\n\n9781786300508, Wiley\n\nHardback, published 14 November 2017\n\n400 pages\n23.9 x 16.3 x 2.5 cm, 0.726 kg\n\nThis 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, It\u020F integration, stochastic analysis, stochastic differential equations, fractional Brownian motion and parameter estimation in diffusion models. \n\nPreface xi \nIntroduction xiii \nPart 1 Theory of Stochastic Processes 1 \nChapter 1 Stochastic Processes General Properties. Trajectories, Finite-dimensional Distributio]