Selected Works

AvAnatolii V. Skorokhod,Andrey A. Dorogovtsev

Inbunden, Engelska, 2016

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Beskrivning

The modern theory of stochasticprocesses is a fast-growing branch of probability theory which is now anindependent science in its own right, with its own methods and philosophy. The book is intended for a broad audience of researchersand students with an interest in probability theory, stochastic processes andtheir applications.

Produktinformation

Utgivningsdatum:2016-05-31
Mått:155 x 235 x undefined mm
Format:Inbunden
Språk:Engelska
Antal sidor:390
Förlag:Springer International Publishing AG
ISBN:9783319285054

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Mer om författaren

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.Alexei Mikhailovich Kulik, born May 27, 1972.Graduated from Kyiv Taras Shevchenko University in 1994. He earned hiscandidate degree in 1996, and a doctoral degree in 2005. Since 1996 works as ascientific researcher at the Institute of Mathematics (Kyiv, Ukraine). Mykola Ivanovych Portenko, born February 23, 1942. Graduated from Kyiv Taras Shevchenko University in 1963. He earned his candidate degree in 1967, and a doctoral degree in 1978. From 1966 to 1972 he was a scientific researcher at the Institute of Applied Mathematics and Mechanics (Donetsk, Ukraine). Since 1972 he has worked at the Institute of Mathematics (Kyiv, Ukraine). He was elected a corresponding member of the Ukrainian Academy of Sciences in 1995.Albert Nikolaevich Shiryaev, born October 12, 1934. Graduated from Moscow State University in 1957. Since that time he has been working at Steklov Mathematical Institute. He earned his candidate degree in 1961, and a doctoral degree in 1967. He has been a professor at the Department of Mechanics and Mathematics at Moscow State University since 1971. He was elected a corresponding member of the Russian Academy of Sciences in 1997 and made a full member in 2011.

Innehållsförteckning

Preface.- Anatolii Volodymyrovych Skorokhod: A brief biographical outline.- 1.Limit Theorems for Stochastic Processes.- 2.Stochastic Differential Equations.- 3.Measures in Infinite Dimensional Spaces.- 4.Local Structure of Markov Processes.- 5.Random Operators and Stochastic Semigroups.- 6.Extended Stochastic Integral.- 7.Asymptotic Behavior of Stochastic Systems.- List of publications by Anatolii V. Skorokhod.