Andrei N Borodin

eBook, PDF

Stochastic Processes (eBook, PDF)

Beschreibung

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

Technische Details

• Geräte: PC
• ohne Kopierschutz
• Größe: 5.31MB

Barrierefreiheit

• Text-to-Speech

Produktdetails

• Verlag: Springer International Publishing
• Seitenzahl: 626
• Erscheinungstermin: 30. Oktober 2017
• Englisch
• ISBN-13: 9783319623108
• Artikelnr.: 53060761

Rezensionen

"The aim of the book is to give a rigorous and at the same time accessible presentation of the theory of stochastic processes. ... The book is written in a clear and rigorous language, and will be useful to students, graduate students, teachers and anyone who is interested in the theory of stochastic processes." (Yuliya S. Mishura, zbMATH 1390.60003, 2018)