Stochastic Processes (Hardcover, 1st ed. 2017)

This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the book explores topics not previously covered elsewhere, such as distributions of functionals of diffusions stopped at different random times, the Brownian local time, diffusions with jumps, and an invariance principle for random walks and local times. Supported by carefully selected material, the book showcases a wealth of examples that demonstrate how to solve concrete problems by applying theoretical results. It addresses a broad range of applications, focusing on concrete computational techniques rather than on abstract theory. The content presented here is largely self-contained, making it suitable for researchers and graduate students alike.

General

Imprint:	Birkhauser Verlag AG
Country of origin:	Switzerland
Series:	Probability and Its Applications
Release date:	November 2017
First published:	2017
Authors:	Andrei N. Borodin
Dimensions:	235 x 155mm (L x W)
Format:	Hardcover
Pages:	626
Edition:	1st ed. 2017
ISBN-13:	978-3-319-62309-2
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
LSN:	3-319-62309-5
Barcode:	9783319623092

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