Synopsis
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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Search results for Stochastic Processes (Courant Lecture Notes)
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Stochastic Processes (Courant 16)
Published by
American Mathematical Society, Providence, 2007
ISBN 10: 0821840851
ISBN 13: 9780821840856
Used
Softcover
First Edition
Seller: Winged Monkey Books, Arlington, VA, U.S.A.
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First Edition. Softcover, very good with light wear. Book. Seller Inventory # 024442
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Stochastic Processes (Courant Lecture Notes)
Published by
American Mathematical Society, 2007
ISBN 10: 0821840851
ISBN 13: 9780821840856
Used
Softcover
Seller: Bay State Book Company, North Smithfield, RI, U.S.A.
Seller rating 5 out of 5 stars
Condition: 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. Seller Inventory # BSM.IEUC
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Stochastic Processes (Courant Lecture Notes)
Published by
American Mathematical Society, 2007
ISBN 10: 0821840851
ISBN 13: 9780821840856
Used
Softcover
Seller: Blue Vase Books, Interlochen, MI, U.S.A.
Seller rating 5 out of 5 stars
Condition: 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. Seller Inventory # BVV.0821840851.G
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Stochastic Processes
Published by
American Mathematical Society, 2007
ISBN 10: 0821840851
ISBN 13: 9780821840856
Used
Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition. Seller Inventory # 6019593
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Stochastic Processes (Courant Lecture Notes)
Published by
American Mathematical Society, 2007
ISBN 10: 0821840851
ISBN 13: 9780821840856
New
Softcover
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
Seller rating 5 out of 5 stars
Condition: 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. . . . . Seller Inventory # V9780821840856
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Stochastic Processes (Courant Lecture Notes)
Published by
Amer Mathematical Society, 2007
ISBN 10: 0821840851
ISBN 13: 9780821840856
New
Paperback
Seller: Revaluation Books, Exeter, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: Brand New. 126 pages. 10.00x7.00x0.25 inches. In Stock. Seller Inventory # __0821840851
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Stochastic Processes
Published by
American Mathematical Society, 2007
ISBN 10: 0821840851
ISBN 13: 9780821840856
New
Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 6019593-n
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Stochastic Processes
Published by
American Mathematical Society, US, 2007
ISBN 10: 0821840851
ISBN 13: 9780821840856
New
Paperback
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: 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. Seller Inventory # LU-9780821840856
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Stochastic Processes
Published by
American Mathematical Society, 2007
ISBN 10: 0821840851
ISBN 13: 9780821840856
New
Softcover
Seller: Majestic Books, Hounslow, United Kingdom
Seller rating 4 out of 5 stars
Condition: New. pp. ix + 126. Seller Inventory # 58033454
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Stochastic Processes (Courant Lecture Notes)
Published by
American Mathematical Society, 2007
ISBN 10: 0821840851
ISBN 13: 9780821840856
New
Softcover
Seller: Kennys Bookstore, Olney, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: 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. Seller Inventory # V9780821840856