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.

"About this title" may belong to another edition of this title.

Store Description

Visit Seller's Storefront

Seller's business information

Winged Monkey Books
VA, U.S.A.

Terms of Sale:

All items subject to prior sale. Please do not hesitate to contact us if you have questions about any
of
our books. Payment by check, money order or ABE.COMmerce. Items may be held by phone
message or
email. Our contact information:
Grant P. Painter (Sole Proprietor)
Arlington VA, USA 22206
(703)541-8753
gppainter@yahoo.com

Shipping: $5 for first volume, $ 1 for each additional in same order. Will quote for international
surface
or airmail service or for domestic expedited services. Virginia res...

More Information

Shipping Terms:

Shipping costs are based on books weighing 2.2 LB, or 1 KG. If your book order is heavy or oversized, we may contact you to let you know extra shipping is required.

Payment Methods
accepted by seller

Check Money Order

Add to Wants

Items related to Stochastic Processes (Courant 16)

Stochastic Processes (Courant 16)

Varadhan, S.R.S.

Used - Soft cover

Seller's business information