£80.02

An Advanced Course in Probability and Stochastic Processes

Price data last checked 148 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

This is the usual price. Wait for it to drop, or tell us your number.

£80 today · usual range £0–£0 · best ever £75

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 317 days • 317 data points (No recent data available)

Historical
Generating forecast...
£93.93 £73.03 £77.59 £82.15 £86.71 £91.27 £95.83 02 March 2025 20 May 2025 07 August 2025 25 October 2025 12 January 2026

Price Distribution

Price distribution over 317 days • 5 price ranges

Days at Price
Current Price
146 days 59 days · current 82 days 8 days 22 days 0 37 73 110 146 £75-79 £79-83 £83-86 £86-90 £90-94 Days at Price

Price Analysis

Most common range: £75-79 (146 days, 46.1%)

Price range: £75 - £94

Price levels: 5 price ranges over 317 days

Description

An Advanced Course in Probability and Stochastic Processes provides a modern and rigorous treatment of probability theory and stochastic processes at an upper undergraduate and graduate level. Starting with the foundations of measure theory, this book introduces the key concepts of probability theory in an accessible way, providing full proofs and extensive examples and illustrations. Fundamental stochastic processes such as Gaussian processes, Poisson random measures, Lévy processes, Markov processes, and Itô processes are presented and explored in considerable depth, showcasing their many interconnections. Special attention is paid to martingales and the Wiener process and their central role in the treatment of stochastic integrals and stochastic calculus. This book includes many exercises, designed to test and challenge the reader and expand their skillset. An Advanced Course in Probability and Stochastic Processes is meant for students and researchers who have a solid mathematical background and who have had prior exposure to elementary probability and stochastic processes. Key Features: Focus on mathematical understanding Rigorous and self-contained Accessible and comprehensive High-quality illustrations Includes essential simulation algorithms Extensive list of exercises and worked-out examples Elegant and consistent notation

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
15 December 2023
Listed Since
27 July 2023

Barcode

No barcode data available

Similar Products You Might Like

Probability and Stochastic Processes
98% match

Probability and Stochastic Processes

Wiley

£93.59 23 Feb 2026
Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers, International Adaptation
97% match

Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers, International Adaptation

£50.59 07 Jan 2026
Stochastic Differential Equations: 72 (Ergebnisse der Mathematik und ihrer Grenzgebiete. 2. Folge, 72)
97% match

Stochastic Differential Equations: 72 (Ergebnisse der Mathematik und ihrer Grenzgebiete. 2. Folge, 72)

Springer

£89.73 11 Mar 2026
Upper and Lower Bounds for Stochastic Processes: Decomposition Theorems: 60 (Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics, 60)
97% match

Upper and Lower Bounds for Stochastic Processes: Decomposition Theorems: 60 (Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics, 60)

Springer

£101.00 25 Jan 2026
A Course in Stochastic Processes: Stochastic Models and Statistical Inference: 34 (Theory and Decision Library B, 34)
97% match

A Course in Stochastic Processes: Stochastic Models and Statistical Inference: 34 (Theory and Decision Library B, 34)

Springer

£159.56 13 Jan 2026
Applied Probability and Stochastic Processes
97% match

Applied Probability and Stochastic Processes

Springer

£115.57 24 Jan 2026
Measure Theory, Probability, and Stochastic Processes: 295 (Graduate Texts in Mathematics, 295)
97% match

Measure Theory, Probability, and Stochastic Processes: 295 (Graduate Texts in Mathematics, 295)

£39.05 11 Jan 2026
Measure Theory, Probability, and Stochastic Processes: 295 (Graduate Texts in Mathematics, 295)
97% match

Measure Theory, Probability, and Stochastic Processes: 295 (Graduate Texts in Mathematics, 295)

Springer

£44.99 08 Jan 2026
Adventures in Stochastic Processes
97% match

Adventures in Stochastic Processes

Birkhauser

£64.47 12 Jan 2026
Probability And Stochastic Processes: Work Examples
97% match

Probability And Stochastic Processes: Work Examples

World Scientific Publishing Company

£35.50 04 Mar 2026
An Introduction to Stochastic Modeling
97% match

An Introduction to Stochastic Modeling

Academic Press

£73.14 05 Feb 2026
Probability Theory and Stochastic Processes (Universitext)
97% match

Probability Theory and Stochastic Processes (Universitext)

Springer

£40.61 11 Jan 2026
Basics of Probability and Stochastic Processes
97% match

Basics of Probability and Stochastic Processes

Springer

£39.18 07 Mar 2026
Stationary Stochastic Processes: Theory and Applications (Chapman & Hall/CRC Texts in Statistical Science)
97% match

Stationary Stochastic Processes: Theory and Applications (Chapman & Hall/CRC Texts in Statistical Science)

CRC Press

£92.00 20 Feb 2026
Stochastic Modeling (Universitext)
97% match

Stochastic Modeling (Universitext)

Springer

£41.55 09 Dec 2025
An Introduction to Stochastic Modeling
97% match

An Introduction to Stochastic Modeling

£86.99 12 Dec 2025
Stochastic Processes: Lectures given at Aarhus University
97% match

Stochastic Processes: Lectures given at Aarhus University

Springer

£47.15 20 Feb 2026
Levy Processes and Stochastic Calculus: 116 (Cambridge Studies in Advanced Mathematics, Series Number 116)
97% match

Levy Processes and Stochastic Calculus: 116 (Cambridge Studies in Advanced Mathematics, Series Number 116)

Cambridge University Press

£69.27 12 Dec 2025
Metric Characterization of Random Variables and Random Processes (Translations of Mathematical Monographs)
97% match

Metric Characterization of Random Variables and Random Processes (Translations of Mathematical Monographs)

£110.00 17 Feb 2026
Probability and Random Processes: Fourth Edition
97% match

Probability and Random Processes: Fourth Edition

Oxford University Press

£96.60 19 Feb 2026
Stochastic Processes (Probability and Its Applications (duplicate))
97% match

Stochastic Processes (Probability and Its Applications (duplicate))

Birkhauser

£129.35 14 Apr 2026
Stochastic Processes: An Introduction, Third Edition (Chapman & Hall/CRC Texts in Statistical Science)
97% match

Stochastic Processes: An Introduction, Third Edition (Chapman & Hall/CRC Texts in Statistical Science)

CRC Press

£66.74 11 Jan 2026
Limit Theorems for Stochastic Processes: 288 (Grundlehren der mathematischen Wissenschaften, 288)
97% match

Limit Theorems for Stochastic Processes: 288 (Grundlehren der mathematischen Wissenschaften, 288)

Springer

£129.66 12 Jan 2026
Essentials of Stochastic Processes (Springer Texts in Statistics)
97% match

Essentials of Stochastic Processes (Springer Texts in Statistics)

£64.99 07 Jan 2026