£129.35

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

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£129.35 £125.04 £125.98 £126.92 £127.86 £128.80 £129.74 25 April 2026 15 May 2026 04 June 2026 24 June 2026 15 July 2026

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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

Format
hardcover
Domain
Amazon UK
Release Date
10 November 2017
Listed Since
30 May 2017

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