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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Probability Theory III: Stochastic Calculus

Probability Theory III: Stochastic Calculus

Anulova, S. V.
Prokhorov, Yurij V.
Slater, P. B.

Paperback

Series: Encyclopaedia of Mathematical Sciences, Book 45

Technology & EngineeringProbability & Statistics

ISBN10: 3642081223
ISBN13: 9783642081224
Publisher: Springer
Published: Dec 1 2010
Pages: 256
Weight: 0.82
Height: 0.55 Width: 6.14 Depth: 9.21
Language: English
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.

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