Studies In The Theory Of Random Processes-..
Adicionar ao carrinho
Disponibilidade: 45 dias úteis
Aproveite! Resta apenas 1 unidade
-
R$ 94,31
-
R$ 99,27
-
R$ 99,27
This text is devoted to the development of certain probabilistic methods in the specific field of stochastic differential equations and limit theorems for Markov processes. Specialists, researchers, and students in the field of probability will find it a source of important theorems as well as a remarkable amount of advanced material in compact form.The treatment begins by introducing the basic facts of the theory of random processes and constructing the auxiliary apparatus of stochastic integrals. All proofs are presented in full. Succeeding chapters explore the theory of stochastic differential equations, permitting the construction of a broad class of Markov processes on the basis of simple processes. The final chapters are devoted to various limit theorems connected with the convergence of a sequence of Markov chains to a Markov process with continuous time. Topics include the probability method of estimating how fast the sequence converges in the limit theorems and the precision of the limit theorems.
Produtos relacionados
-
Probability And Random Processes - Second Edition-..R$ 1.806,70R$ 1.445,36até 4x de R$ 361,34 sem jurosou R$ 1.373,09 via Pix20% Desconto -
Random Signals And Systems: Probability, Random Variables, Entropy, Stochastic Processes, Estimation, And Classification-..R$ 323,70R$ 258,96até 4x de R$ 64,74 sem jurosou R$ 246,01 via Pix20% Desconto -
Random Vibrations: Theory And Practice-..R$ 207,09R$ 165,67até 3x de R$ 55,22 sem jurosou R$ 157,39 via Pix20% Desconto
-
Categorias
Pague com
Selos
MYRE EDITORA, COMERCIALIZADORA, IMPORTADORA E DISTRIBUIDORA LTDA - CNPJ: 50.295.718/0001-20 © Todos os direitos reservados. 2026
