Stochastic Processes (Paperback)

This is a brief introduction to stochastic processes studying certain elementary continuous-time processes. After a description of the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite number of jumps, the author proceeds to introduce Brownian motion and to develop stochastic integrals and Ito's theory in the context of one-dimensional diffusion processes. The book ends with a brief survey of the general theory of Markov processes. The book is based on courses given by the author at the Courant Institute and can be used as a sequel to the author's successful book Probability Theory in this series. Information for our distributors: Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.

General

Imprint:	American Mathematical Society
Country of origin:	United States
Series:	Courant Lecture Notes
Release date:	December 2008
First published:	November 2007
Authors:	S. R. S. Varadhan
Dimensions:	279 x 181 x 12mm (L x W x T)
Format:	Paperback
Pages:	126
ISBN-13:	978-0-8218-4085-6
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
LSN:	0-8218-4085-1
Barcode:	9780821840856

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