General Stochastic Measures
Integration, Path Properties and Equations
$384.28
- Hardcover
272 pages
- Release Date
28 August 2022
Summary
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 theoreti…
Book Details
| ISBN-13: | 9781786308283 |
|---|---|
| ISBN-10: | 1786308282 |
| Author: | Vadym M. Radchenko |
| Publisher: | ISTE Ltd and John Wiley & Sons Inc |
| Imprint: | ISTE Ltd and John Wiley & Sons Inc |
| Format: | Hardcover |
| Number of Pages: | 272 |
| Release Date: | 28 August 2022 |
| Weight: | 653g |
| Dimensions: | 235mm x 156mm x 16mm |
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About The Author
Vadym M. Radchenko
Vadym M. Radchenko is Full Professor in the Department of Mathematical Analysis at Taras Shevchenko National University of Kyiv, Ukraine. His research interests include stochastic integration and stochastic partial differential equations.
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