Real and stochastic analysis : recent advances

書誌事項

Real and stochastic analysis : recent advances

edited by M.M. Rao

(Probability and stochastics series)

CRC Press, c1997

  • : alk. paper

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注記

Bibliography: p. 388-389

Includes index

内容説明・目次

内容説明

Real and Stochastic Analysis: Recent Advances presents a carefully edited collection of research articles written by research mathematicians and highlighting advances in RSA. A balanced blend of both theory and applications, this book covers six aspects of stochastic analysis in depth and detail. The first chapters cover the state of the art in tracers analysis, stochastic modeling as it applies to AIDS epidemiology, and the current state of higher order SDEs. Subsequent chapters present a simple approach to Gaussian dichotomy, an overview of harmonizable processes, and stochastic Fubini and Green theorems. Common to all the chapters, the employment of functional analytic methods creates a unified approach. Each chapter includes detailed proofs. Throughout the book, a substantial amount of new material is presented, much of it for the first time. This forward-looking work presents current accounts of important areas of research, evaluates recent advances, and identifies research frontiers and new challenges.

目次

Introduction and Overview. Transport Properties of Gaussian Velocity Fields. Planar Stochastic Integration Relative to Quasimartingales. Probability Metrics and Limit Theorems in AIDS Epidemiology. Higher Order Stochastic Differential Equations. Some Aspects of Harmonizable Processes and Fields. On Singularity and Equivalence of Gaussian Measures. Index. Back Cover Copy

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詳細情報

  • NII書誌ID(NCID)
    BA30554708
  • ISBN
    • 0849380782
  • LCCN
    97000143
  • 出版国コード
    us
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Boca Raton, Fla.
  • ページ数/冊数
    393 p.
  • 大きさ
    24 cm
  • 分類
  • 件名
  • 親書誌ID
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