Stochastic Processes by Andrei N Borodin
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.
-
Probability Models for DNA Sequence Evolution
-
An Introduction to Stochastic Integration
-
Invariant Probabilities of Transition Functions
-
Associated Sequences, Demimartingales and Nonparametric Inference
-
Continuous-Time Markov Jump Linear Systems
-
Quasi-Stationary Distributions
-
Normal Approximation by Stein's Method
-
Stochastic Partial Differential Equations
-
Self-Normalized Processes
-
Laws of Chaos
-
Stochastic Differential Equations in Infinite Dimensions
-
Invariant Random Fields on Spaces with a Group Action
-
Noise-Induced Phenomena in Slow-Fast Dynamical Systems
-
Schrodinger Diffusion Processes
-
Probability Measures on Semigroups
-
Stochastic Control in Insurance
-
Measure-Valued Branching Markov Processes
-
The Doctrine of Chances
-
An Introduction to the Theory of Point Processes
-
Eigenvalues, Inequalities, and Ergodic Theory
-
Theory of Random Sets
-
Feynman-Kac Formulae
-
Mass Transportation Problems
-
Stochastic Calculus for Fractional Brownian Motion and Applications
-
Renewal Theory for Perturbed Random Walks and Similar Processes
-
Discrete-Time Markov Jump Linear Systems
-
Basics of Applied Stochastic Processes
-
Limit Theorems for Randomly Stopped Stochastic Processes
-
Point Process Theory and Applications
-
Excursions of Markov Processes
-
Decoupling
-
The Malliavin Calculus and Related Topics
-
Discrete-Time Semi-Markov Random Evolutions and Their Applications
-
Stochastic Neutron Transport
-
Diffusions and Elliptic Operators
| SKU | Unavailable |
| ISBN 13 | 9783319623092 |
| ISBN 10 | 3319623095 |
| Title | Stochastic Processes |
| Author | Andrei N Borodin |
| Series | Probability And Its Applications |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Birkhauser Verlag AG |
| Year published | 2017-11-10 |
| Number of pages | 626 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |