Real and Stochastic AnalysisRecent Advances (Probability and Stochastics Series)
Publisher: CRC
Published: March 6, 1997
Language: eng
Format: Hardcover
Number of pages: 416
ISBN-13: 9780849380785
Subjects: Real analysis; Stochastics; Stochastic Processes; Mathematics; Science/Mathematics; Applied; Probability & Statistics - General; Mathematics / Applied; Stochastic analysis
First sentence: The purpose of these lecture notes is to describe several mathematical problems which arise in the study of the statistical properties of the solutions of the equation: when is a mean zero stationary and homogeneous Gaussian field and a process of Brownian motion.