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Topics in stochastic processes

37 View(s), published at 1975, written by Robert B. Ash, Melvin F. Gardner, published by Academic Pr
Topics in stochastic processes

Topics in stochastic processes by Robert B. Ash, Melvin F. Gardner Stochastic Processes, Introduction, Covariance functions, Second order calculus, Karhunen-loeve expansion, Estimation problems, Notes; Spectral theory and prediction, Introduction, L Stochastic integr.... Published date on: 1975 with total page: 321 pages. Publisher of Topics in stochastic processes is Academic Pr.

Stochastic Processes, Introduction, Covariance functions, Second order calculus, Karhunen-loeve expansion, Estimation problems, Notes; Spectral theory and prediction, Introduction, L Stochastic integrals, Decomposition of stationary processes, Examples of discrete parameter processes, Discrete parameter prediction: Special cases, Discrete parameter prediction: General solution, Examples of continuous parameter processes; Continuos parameter prediction special cases; yaglom's method, Some stochastic differential equations, Continuos parameter prediction: remarks on the general solution, Notes; Ergodic theory, Ergodicity and mixing, The pointwise ergodic theorem, Applications to real analysis, Applications to Markov chains, The Shannon-mcMillan theorem, Notes; Sample function analysis of continuous parameter stochastic processes, Separability, Measurability, One-Dimensional brownian motion, Law of the iterated logarithm, Markov processes, Processes with independent increments, Continuous parameter martingales, The strong Markov property, Notes; The ito integral and stochastic differential equations, Definitions of the ito integral, Existence and uniqueness theorems for stochastic differential equations, Stochastic differentials: A chain rule, Notes.

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