LIBROS DEL AUTOR: alexey kulik

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  • Theory of Stochastic Processes
    Alexander Kukush / Alexey Kulik / Dmytro Gusak
    Definition of stochastic process. Cylinder #x03C3;-algebra, finite-dimensional distributions, the Kolmogorov theorem.- Characteristics of a stochastic process. Mean and covariance functions. Characteristic functions.- Trajectories. Modifications. Filtrations.- Continuity. Differentiability. Integrability.- Stochastic processes with independent increments. Wiener and Poisson pro...
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