Artículos relacionados a Stochastic Processes (Probability and Its Applications)

Stochastic Processes (Probability and Its Applications) - Tapa dura

Libro 35 de 35: Probability and Its Applications

Borodin, Andrei N

 
9783319623092: Stochastic Processes (Probability and Its Applications)
Tapa dura
ISBN 10: 3319623095 ISBN 13: 9783319623092
Editorial: Birkhäuser, 2017

Sinopsis

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.

 

"Sinopsis" puede pertenecer a otra edición de este libro.

De la contraportada

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Birkhäuser
Año de publicación
2017
Idioma
Inglés
ISBN 10 
3319623095
ISBN 13 
9783319623092
Encuadernación
Tapa dura
Número de edición
1
Número de páginas
642
Contacto del fabricante
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Alemania

Otras ediciones populares con el mismo título

9783319872872: Stochastic Processes (Probability and Its Applications (duplicate))

Edición Destacada

ISBN 10:  3319872877 ISBN 13:  9783319872872
Editorial: Birkhäuser, 2018
Tapa blanda