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Selected Works
Anatolii V. Skorokhod (Taschenbuch, Englisch)
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Beschreibung
Collecting together selected pioneering works of the celebrated mathematician Anatolii V. Skorokhod, this volume serves as a guide to the theory of stochastic processes from its beginning to its current state. It offers both an excellent bibliographic resource and a unique opportunity for readers to gain a better understanding of Skorokhod’s original and beautiful ideas, which had a deep impact on… the development of the subject. The modern theory of stochastic processes is a fast-growing branch of probability theory which is now an independent science in its own right, with its own methods and philosophy. It has many applications in various fields, including financial mathematics, quantum physics and engineering. A clear understanding of this theory is impossible without knowledge of the ideas which form its base, many of which are due to Skorokhod. The book is intended for a broad audience of researchers and students with an interest in probability theory, stochastic processes and their applications. 106,99 €
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Technische Daten
Erscheinungsdatum
30.05.2018
Sprache
Englisch
EAN
9783319803678
Herausgeber
Springer International Publishing
Sonderedition
Nein
Autor
Anatolii V. Skorokhod
Seitenanzahl
390
Auflage
Softcover reprint of the original 1st edition 2016
Einbandart
Taschenbuch
Autorenporträt
Andrey Anatolievich Dorogovtsev, born June 24, 1962. Graduated from Kyiv Taras Shevchenko University in 1984. He earned his candidate degree in 1987, and a doctoral degree in 1991. From 1987 to 2006 worked as a scientific researcher at the Institute of Mathematics (Kyiv, Ukraine). Since 2006 he has served as head of the Department of Theory of Stochastic Processes at this Institute.
Schlagwörter
60-00, extended stochastic integral, local structure of Markov processes, measures in infinite dimensional spaces, random operators and stochastic semigroups, stochastic differential equations
Thema-Inhalt
PBT - Wahrscheinlichkeitsrechnung und Statistik
PBWL - Stochastik
Höhe
235 mm
Breite
15.5 cm
Transparenz & Sicherheit
Hersteller: Birkhäuser, Europaplatz 3, Heidelberg, Deutschland, 69115, ProductSafety@springernature.com, Springer Nature Customer Service Center GmbH
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