Stochastic Processes
Language: English
Published by Birkhauser Verlag AG, CH, 2017
- Hardcover
- New
Seller: Rarewaves.com UK, London, United KingdomRarewaves.com UK
AbeBooks seller since June 11, 2025
Condition: New
£ 186.12
Quantity: 1 available
Add to basketItem description from seller
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.
Seller Inventory # LU-9783319623092
- Title
- Stochastic Processes
- Author
- Andrei N Borodin
- Publisher
- Birkhauser Verlag AG, CH
- Publication year
- 2017
- Condition
- New
- Binding
- Hardback
- Language
- English
- ISBN 10
- 3319623095
- ISBN 13
- 9783319623092
- Edition
- 1st ed. 2017.
- Series
- Book 35 of 35: Probability and Its Applications
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.
"Synopsis" may belong to another edition of this title.
From the Back Cover
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.
"About the title" may belong to another edition of this title.
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London, United Kingdom
AbeBooks seller since June 11, 2025
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