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Multidimensional Second Order Stochastic Processes
Language: en
Pages: 352
Authors: Y–ichir“ Kakihara
Categories: Mathematics
Type: BOOK - Published: 1997 - Publisher: World Scientific

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A research-expository treatment of infinite-dimensional nonstationary stochastic processes (or time series) on a locally compact abelian group is provided with
Multidimensional Stochastic Processes as Rough Paths
Language: en
Pages: 670
Authors: Peter K. Friz
Categories: Mathematics
Type: BOOK - Published: 2010-02-04 - Publisher: Cambridge University Press

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Rough path analysis provides a fresh perspective on Ito's important theory of stochastic differential equations. Key theorems of modern stochastic analysis (exi
Multidimensional Second Order Stochastic Processes
Language: en
Pages: 343
Authors: Yuichiro Kakihara
Categories: Mathematics
Type: BOOK - Published: 1997-02-27 - Publisher: World Scientific

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This book provides a research-expository treatment of infinite-dimensional nonstationary stochastic processes or time series. Stochastic measures and scalar or
Essentials of Stochastic Processes
Language: en
Pages: 282
Authors: Richard Durrett
Categories: Mathematics
Type: BOOK - Published: 2016-11-07 - Publisher: Springer

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Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students f
Hilbert And Banach Space-valued Stochastic Processes
Language: en
Pages: 539
Authors: Yuichiro Kakihara
Categories: Mathematics
Type: BOOK - Published: 2021-07-29 - Publisher: World Scientific

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This is a development of the book entitled Multidimensional Second Order Stochastic Processes. It provides a research expository treatment of infinite-dimension