Stochastic Processes by Srs Varadhan

Stochastic Processes by Srs Varadhan

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.

SKU	Nicht verfügbar
ISBN 13	9780821840856
ISBN 10	0821840851
Titel	Stochastic Processes
Autor	Srs Varadhan
Serie	Courant Lecture Notes
Buchzustand	Nicht verfügbar
Bindungsart	Paperback
Verlag	American Mathematical Society
Erscheinungsjahr	2007-10-30
Seitenanzahl	126
Hinweis auf dem Einband	Die Abbildung des Buches dient nur Illustrationszwecken, die tatsächliche Bindung, das Cover und die Auflage können sich davon unterscheiden.
Hinweis	Nicht verfügbar