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Birkhauser Stochastic Processes - Probability and Applications

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£136.45 £132.05 £133.01 £133.97 £134.93 £135.89 £136.85 12 August 2026 01 September 2026 22 September 2026 13 October 2026 03 November 2026
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Description

Explore the theory of stochastic processes with this rigorous yet understandable text from Birkhauser. This book provides a deep dive into the distributions of functionals of diffusions, covering specialized topics like local times that are rarely found in other literature. A significant portion of the work is dedicated to the study of Brownian local time. To support both theoretical study and practical application, the text includes many examples and exercises to help reinforce complex mathematical concepts. This is an essential resource for those studying applied mathematics and probability theory.

Key Features

This Birkhauser publication offers a rigorous and understandable presentation of stochastic processes theory.

The text provides detailed information on the theory of distributions of functionals of diffusions, including local times.

Readers can find extensive coverage of Brownian local time, a topic rarely found in other mathematical literature.

The book includes many examples and exercises to assist with learning and application of the material.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
24 May 2018
Listed Since
28 May 2018

Barcode

No barcode data available

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