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.
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Book by S R S Varadhan
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Da: Winged Monkey Books, Arlington, VA, U.S.A.
First Edition. Softcover, very good with light wear. Book. Codice articolo 024442
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Da: Brook Bookstore On Demand, Napoli, NA, Italia
Condizione: new. Codice articolo c5f548e7a6b5616f27d1518bddeba611
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Da: Rarewaves.com USA, London, LONDO, Regno Unito
Paperback. Condizione: New. 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. Codice articolo LU-9780821840856
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Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Condizione: New. An introduction to stochastic processes studying certain elementary continuous-time processes. It includes 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. Series: Courant Lecture Notes. Num Pages: 126 pages. BIC Classification: PBT; PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 279 x 181 x 12. Weight in Grams: 258. . 2007. Paperback. . . . . Codice articolo V9780821840856
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Da: Revaluation Books, Exeter, Regno Unito
Paperback. Condizione: Brand New. 126 pages. 10.00x7.00x0.25 inches. In Stock. Codice articolo __0821840851
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Da: Majestic Books, Hounslow, Regno Unito
Condizione: New. pp. ix + 126. Codice articolo 58033454
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Da: Kennys Bookstore, Olney, MD, U.S.A.
Condizione: New. An introduction to stochastic processes studying certain elementary continuous-time processes. It includes 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. Series: Courant Lecture Notes. Num Pages: 126 pages. BIC Classification: PBT; PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 279 x 181 x 12. Weight in Grams: 258. . 2007. Paperback. . . . . Books ship from the US and Ireland. Codice articolo V9780821840856
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Da: Books Puddle, New York, NY, U.S.A.
Condizione: New. pp. ix + 126. Codice articolo 2650477809
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Da: Rarewaves.com UK, London, Regno Unito
Paperback. Condizione: New. 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. Codice articolo LU-9780821840856
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