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: Bay State Book Company, North Smithfield, RI, U.S.A.
Condizione: good. The book is in good condition with all pages and cover intact, including the dust jacket if originally issued. The spine may show light wear. Pages may contain some notes or highlighting, and there might be a "From the library of" label. Boxed set packaging, shrink wrap, or included media like CDs may be missing. Codice articolo BSM.IEUC
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Da: Blue Vase Books, Interlochen, MI, U.S.A.
Condizione: good. The item shows wear from consistent use, but it remains in good condition and works perfectly. All pages and cover are intact including the dust cover, if applicable . Spine may show signs of wear. Pages may include limited notes and highlighting. May NOT include discs, access code or other supplemental materials. Codice articolo BVV.0821840851.G
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Condizione: As New. Unread book in perfect condition. Codice articolo 6019593
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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: 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: 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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