Geometry and Martingales in Banach Spaces provides a compact exposition of the results explaining the interrelations existing between the metric geometry of Banach spaces and the theory of martingales, with values in those Banach spaces.
This book provides a compact exposition of the results explaining interrelations between di?usion stochastic processes, SDEs and... Læs mere
This self-contained and user-friendly textbook is designed for a first, one-semester course in statistical signal analysis for a broad audience of students in engineering and the physical sciences.