eBook - PDF

General Stochastic Measures

Name: General Stochastic Measures
ISBN: 9781394163915

Integration, Path Properties and Equations

Vadym M. Radchenko,

English
PDF
Available on iOS & Android

eBook - PDF

General Stochastic Measures

Integration, Path Properties and Equations

Vadym M. Radchenko,

About this book

This book is devoted to the study of stochastic measures (SMs). An SM is a sigma-additive in probability random function, defined on a sigma-algebra of sets. SMs can be generated by the increments of random processes from many important classes such as square-integrable martingales and fractional Brownian motion, as well as alpha-stable processes. SMs include many well-known stochastic integrators as partial cases.

General Stochastic Measures provides a comprehensive theoretical overview of SMs, including the basic properties of the integrals of real functions with respect to SMs. A number of results concerning the Besov regularity of SMs are presented, along with equations driven by SMs, types of solution approximation and the averaging principle. Integrals in the Hilbert space and symmetric integrals of random functions are also addressed.

The results from this book are applicable to a wide range of stochastic processes, making it a useful reference text for researchers and postgraduate or postdoctoral students who specialize in stochastic analysis.

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Yes, you can access General Stochastic Measures by Vadym M. Radchenko in PDF and/or ePUB format, as well as other popular books in Mathematics & Probability & Statistics. We have over one million books available in our catalogue for you to explore.