Structured Dependence between Stochastic Processes

Structured Dependence between Stochastic Processes

; ;

Cambridge University Press

07/2020

278

Dura

Inglês

9781107154254

Pré-lançamento - envio 15 a 20 dias após a sua edição

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1. Introduction; Part I. Consistencies: 2. Strong Markov consistency of multivariate Markov families and of multivariate Markov processes; 3. Consistency of finite multivariate Markov chains; 4. Consistency of finite multivariate conditional Markov chains; 5. Consistency of multivariate special semimartingales; Part II. Structures: 6. Strong Markov family structures; 7. Markov chain structures; 8. Conditional Markov chain structures; 9. Special semimartingale structures; Part III. Further Developments: 10. Archimedean survival processes, their Markov consistency, and ASP structures; 11. Generalized multivariate Hawkes processes: Hawkes consistency and Hawkes structures; Part IV. Applications of Stochastic Structures: 12. Applications of stochastic structures; Appendix A. Stochastic analysis: selected concepts and results used in this book; Appendix B. Markov processes and Markov families; Appendix C. Finite Markov chains: auxiliary technical framework; Appendix D. Crash course on conditional Markov chains and on doubly stochastic Markov chains; Appendix E. Evolution systems of linear operators, semigroups of linear operators and their generator systems; Appendix F. Martingale problem: some new results needed in this book; Appendix G. Function spaces and pseudo differential operators: selected concepts, definitions and results used in this book; References; Notation index; Subject index.
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