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Foundations of Stochastic Analysis (Dover Books on Mathematics)

M. M. Rao




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 | #2834107 in Books |  2011-08-18 |  2011-07-21 | Original language:English | PDF # 1 |  8.40 x.80 x5.40l,.75 | File type: PDF | 320 pages

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Stochastic analysis involves the study of a process involving a randomly determined sequence of observations, each of which represents a sample of one element of probability distribution. This volume considers fundamental theories and contrasts the natural interplay between real and abstract methods.
Starting with the introduction of the basic Kolmogorov-Bochner existence theorem, the text explores conditional expectations and probabilities as well as projective ...

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