Stochastic Processes (Courant Lecture Notes) - Softcover

Varadhan, S. R. S.

 
9780821840856: Stochastic Processes (Courant Lecture Notes)
Softcover
ISBN 10: 0821840851 ISBN 13: 9780821840856
Verlag: American Mathematical Society, 2007

Inhaltsangabe

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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Verlag
American Mathematical Society
Erscheinungsdatum
2007
Sprache
Englisch
ISBN 10 
0821840851
ISBN 13 
9780821840856
Einband
Taschenbuch
Anzahl der Seiten
126
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
preigu
mail@preigu.de

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