Stochastic Processes
Varadhan, S. R. S.
ISBN 10: 0821840851 ISBN 13: 9780821840856
Published by American Mathematical Society, 2007
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Soft cover
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About this Item
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Unread book in perfect condition. Seller Inventory # 6019593
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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Bibliographic Details
Title: Stochastic Processes
Publisher: American Mathematical Society
Publication Date: 2007
Binding: Soft cover
Condition: As New