Band 45
Probability Theory III Stochastic Calculus
Aus der Reihe
Encyclopaedia of Mathematical Sciences
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- Hardcover ausgewählt
- Taschenbuch
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Sprache:Englisch
Fr. 182.00
inkl. gesetzl. MwSt.,
Beschreibung
Produktdetails
Einband
Gebundene Ausgabe
Erscheinungsdatum
25.11.1997
Herausgeber
Yurij V. Prokhorov + weitereVerlag
Springer BerlinSeitenzahl
256
Maße (L/B/H)
23.5/15.5/1.4 cm
Gewicht
558 g
Auflage
1998
Übersetzt von
P.B. Slater
Sprache
Englisch
ISBN
978-3-540-54687-0
Preface In the axioms of probability theory proposed by Kolmogorov the basic "probabilistic" object is the concept of a probability model or probability space. This is a triple (n, F, P), where n is the space of elementary events or outcomes, F is a a-algebra of subsets of n announced by the events and P is a probability measure or a probability on the measure space (n, F). This generally accepted system of axioms of probability theory proved to be so successful that, apart from its simplicity, it enabled one to embrace the classical branches of probability theory and, at the same time, it paved the way for the development of new chapters in it, in particular, the theory of random (or stochastic) processes. In the theory of random processes, various classes of processes have been studied in depth. Theories of processes with independent increments, Markov processes, stationary processes, among others, have been constructed. In the formation and development of the theory of random processes, a significant event was the realization that the construction of a "general theory of ran dom processes" requires the introduction of a flow of a-algebras (a filtration) F = (Ftk::o supplementing the triple (n, F, P), where F is interpreted as t the collection of events from F observable up to time t.
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