Stochastic Processes

Language: English

Published by Springer International Publishing Mai 2018, 2018

3319872877 / 9783319872872

Series: Book 35 of 35 - Probability and Its Applications

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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Softcover

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This item is printed on demand - it takes 3-4 days longer - Neuware -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. 640 pp. Englisch.

Seller Inventory # 9783319872872

Title
Stochastic Processes
Author
Andrei N Borodin
Publisher
Springer International Publishing Mai 2018
Publication year
2018
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3319872877
ISBN 13
9783319872872
Item weight
955 grams
Dimensions
235x155x35 mm
Series
Book 35 of 35: Probability and Its Applications

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

Item5 to 15 business days5 to 15 business days
First item£ 19.66£ 19.66
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BuchWeltWeit Ludwig Meier e.K.

Germany