Stochastic Processes
- ISBN-10
- 3319623109
- ISBN-13
- 9783319623108
- Series
- Stochastic Processes
- Category
- Mathematics
- Pages
- 626
- Language
- English
- Published
- 2017-10-30
- Publisher
- Birkhäuser
- Author
- Andrei N Borodin
Description
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.
Get the book
Other editions
Similar books
-
Integral Geometry and Tomography: Proceedings of the AMS-IMS-SIAM Joint Summer Research Conference, Held June 24-30, 1989, with Support from the...
By Eric Grinberg, Eric Todd QuintoIn Section 2 we will deal with the “discrete” case. Let S be a locally finite tree T endowed with the natural integer-valued distance function: the ...
-
Ordinary Differential Equations and Linear Algebra: A Systems Approach
By Todd Kapitula... for in this case [yp](s)=s[yp](s), [yp](s)=s2[yp](s). As we will see in the examples, this assumption also makes it possible to deal with the initial ...
-
Cognition and Intractability: A Guide to Classical and Parameterized Complexity Analysis
By Iris van Rooij, Mark Blokpoel, Johan Kwisthoutx,y∈S δ(x,y) is maximum. u(x) + ADDITIVE SUBSET CHOICE Input: A set X = {x1 ,x2 ... F Tractability cycle Test 8.2 How (Not) to Deal with Intractability 173.
-
Mymathlab -- Standalone Access Card
By Pearson Education, David P Pearson Education, Hall H Pearson EducationSeveral versions of Pearson's MyLab & Mastering products exist for each title, including customized versions for individual schools, and registrations are not transferable.
-
Mymathlab Student Acc Kit + Intro Alg Wrkshts
By Inc. Pearson EducationMymathlab Student Acc Kit + Intro Alg Wrkshts
-
Pearson Mathematics 7: H.P
By Pearson Education Australia StaffPearson Mathematics homework program for Year 7 provides tear-out sheets which correspond with student book sections, providing systematic and cumulative skills revision of basic skills and current class topics in the form of take-home ...
-
Worksheets for Classroom Or Lab Practice for Intermediate Algebra: Graphs & Models
By Addison-WesleyWorksheets for Classroom Or Lab Practice for Intermediate Algebra: Graphs & Models
-
Pearson Mathematics New South Wales 8 Student Book: Australian Curriculum
By Pearson Education Australia Staff, Gael McLeod, David CoffeyThe Student Book provides an easy-to-use 'nuts and bolts' book at each year level.
-
Matrix Iterative Analysis
By Richard S. Varga... partial differential equations have received a great deal of attention. For excellent bibliographical coverage, see Todd (1956), Richtmyer (1957), ...
-
Mathematical Modelling: Education, Engineering and Economics - ICTMA 12
By C Haines, P Galbraith, W BlumTodd, P. A., McKeen, .l. ... ANALYTICAL SUPPORT PROBLEM SOLVING Cognitive Perspectives on Modelling HOW DO STUDENTS AND TEACHERS DEAL Sodhi and Son 219 NOTE ...