{"product_id":"stochastic-processes-general-theory-von-malempati-m-rao","title":"Stochastic Processes: General Theory","description":"\n                                \n                \u003cem\u003eStochastic Processes: General Theory\u003c\/em\u003e\n                                 starts with the  fundamental existence theorem of Kolmogorov, together with several of  its extensions to stochastic processes. It treats the function  theoretical aspects of processes and includes an extended account of  martingales and their generalizations. Various compositions of (quasi-  or semi-)martingales and their integrals are given. Here the Bochner  boundedness principle plays a unifying role: a unique feature of the  book. Applications to higher order stochastic differential equations  and their special features are presented in detail. Stochastic  processes in a manifold and multiparameter stochastic analysis are  also discussed. Each of the seven chapters includes complements,  exercises and extensive references: many avenues of research are  suggested. \n                \n                \u003cbr\u003e\n                                  The book is a completely revised and enlarged version of the author's  \n                \n                \u003cem\u003eStochastic Processes and Integration\u003c\/em\u003e\n                                 (Noordhoff, 1979). The new  title reflects the content and generality of the extensive amount of  new material. \n                \n                \u003cbr\u003e\n                                  \n                \n                \u003cem\u003eAudience:\u003c\/em\u003e\n                                 Suitable as a text\/reference for second year graduate  classes and seminars. A knowledge of real analysis, including Lebesgue  integration, is a prerequisite. \n                \n                \u003cbr\u003e\n                            \n            \u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9781441947499\"\u003e\u003ch3\u003e\u003c\/h3\u003e\u003c\/div\u003e","brand":"Libri","offers":[{"title":"Softcover - 9781441947499","offer_id":39415551033437,"sku":"9781441947499","price":106.99,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/e75b57c9-9af6-479d-b418-7b9080bbe52d.jpg?v=1772169474","url":"https:\/\/shop.autorenwelt.de\/en\/products\/stochastic-processes-general-theory-von-malempati-m-rao","provider":"Autorenwelt Shop","version":"1.0","type":"link"}