Stochastic Processes
Stochastic Processes
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Résumé
An introduction to stochastic processes studying certain elementary continuous-time processes. It includes 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.
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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 | Non disponible |
| ISBN 13 | 9780821840856 |
| ISBN 10 | 0821840851 |
| Titre | Stochastic Processes |
| Auteur | Srs Varadhan |
| Série | Courant Lecture Notes |
| État | Non disponible |
| Type de reliure | Paperback |
| Éditeur | American Mathematical Society |
| Année de publication | 2007-10-30 |
| Nombre de pages | 126 |
| Note de couverture | La photo du livre est présentée à titre d'illustration uniquement. La reliure, la couverture ou l'édition réelle peuvent varier. |
| Note | Non disponible |