Stochastic Processes

Stochastic Processes - Probability and Its Applications

Softcover reprint of the original 1st Edition 2017

Paperback (24 May 2018)

  • $233.48
Add to basket

Includes delivery to the United States

10+ copies available online - Usually dispatched within 7 days

Publisher's Synopsis

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.

 

Book information

ISBN: 9783319872872
Publisher: Springer International Publishing
Imprint: Birkhauser
Pub date:
Edition: Softcover reprint of the original 1st Edition 2017
Language: English
Number of pages: 626
Weight: 9533g
Height: 235mm
Width: 155mm
Spine width: 33mm