Gives a rigorous yet understandable presentation of the theory of stochastic processes
Presents the theory of distributions of functionals of diffusions including local times, rarely found in literature
Devotes serious attention to the Brownian local time
Includes many examples and exercises
"Sinopsis" puede pertenecer a otra edición de este libro.
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.
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Gives a rigorous yet understandable presentation of the theory of stochastic processesPresents the theory of distributions of functionals of diffusions including local times, rarely found in literatureDevotes serious attention to th. Nº de ref. del artículo: 448760561
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 640 pp. Englisch. Nº de ref. del artículo: 9783319872872
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Librería: AHA-BUCH GmbH, Einbeck, Alemania
Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Nº de ref. del artículo: 9783319872872
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Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
Taschenbuch. Condición: Neu. Neuware -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.Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 640 pp. Englisch. Nº de ref. del artículo: 9783319872872
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Paperback. Condición: New. New. book. Nº de ref. del artículo: D8F0-0-M-3319872877-6
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Condición: New. Print on Demand pp. 640. Nº de ref. del artículo: 381476601
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Librería: Books Puddle, New York, NY, Estados Unidos de America
Condición: New. pp. 640. Nº de ref. del artículo: 26382427430
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Librería: Biblios, Frankfurt am main, HESSE, Alemania
Condición: New. PRINT ON DEMAND pp. 640. Nº de ref. del artículo: 18382427436
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