Stochastic Processes - Brossura

Varadhan, S. R. S.

 
9780821840856: Stochastic Processes
Brossura
ISBN 10: 0821840851 ISBN 13: 9780821840856
Casa editrice: Amer Mathematical Society, 2007

Sinossi

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Product Description

Book by S R S Varadhan

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Amer Mathematical Society
Data di pubblicazione
2007
Lingua
Inglese
ISBN 10 
0821840851
ISBN 13 
9780821840856
Rilegatura
Copertina flessibile
Numero di pagine
126
Contatto del produttore
non disponibile
Persona responsabile
non disponibile