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Stochastic Processes by Andrei N Borodin
Stochastic Processes by Andrei N Borodin
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Stochastic Processes

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Description

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.  
Release date Australia
May 24th, 2018
Audience
  • Professional & Vocational
Edition
Softcover reprint of the original 1st ed. 2017
Illustrations
1 Illustrations, black and white; XIV, 626 p. 1 illus.
Pages
626
Dimensions
156x234x33
ISBN-13
9783319872872
Product ID
28410738

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