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£129.35

Birkhauser Stochastic Processes (Probability and Its Applications (duplicate))

Name: Stochastic Processes (Probability and Its Applications (duplicate))
Brand: Birkhauser
Price: 129.35 GBP
Availability: InStock

Applied Mathematics

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Description

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.

Product Specifications

Brand: Birkhauser
Format: hardcover
ASIN: 3319623095
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 10 November 2017
Listed Since: 30 May 2017

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Birkhauser Stochastic Processes (Probability and Its Applications (duplicate))

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