Topics in stochastic processes (Paperback)

The notes are based on lectures on stochastic processes given at Scuola Normale Superiore in 1999 and 2000. Some new material was added and only selected, less standard results were presented. We did not include several applications to statistical mechanics and mathematical finance, covered in the lectures, as we hope to write part two of the notes devoted to applications of stochastic processes in modelling. The main themes of the notes are constructions of stochastic processes. We present different approaches to the existence question proposed by Kolmogorov, Wiener, Ito and Prohorov. Special attention is also paid to Levy processes. The lectures are basically self-contained and rely only on elementary measure theory and functional analysis. They might be used for more advanced courses on stochastic processes.

General

Imprint:	Scuola Normale Superiore
Country of origin:	Italy
Series:	Publications of the Scuola Normale Superiore
Release date:	October 2004
First published:	2004
Authors:	Jerzy Zabczyk
Dimensions:	240 x 170 x 9mm (L x W x T)
Format:	Paperback
Pages:	126
ISBN-13:	978-88-7642-131-0
Categories:	Books Promotions
LSN:	88-7642-131-9
Barcode:	9788876421310

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