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Stochastic processes
~
Borodin, Andrei N.
Stochastic processes
Record Type:
Language materials, printed : Monograph/item
Title/Author:
Stochastic processes/ by Andrei N Borodin.
Author:
Borodin, Andrei N.
Published:
Cham :Springer International Publishing : : 2017.,
Description:
xiv, 626 p. :ill., digital ; : 24 cm.;
Contained By:
Springer eBooks
Subject:
Stochastic processes. -
Online resource:
http://dx.doi.org/10.1007/978-3-319-62310-8
ISBN:
9783319623108
Stochastic processes
Borodin, Andrei N.
Stochastic processes
[electronic resource] /by Andrei N Borodin. - Cham :Springer International Publishing :2017. - xiv, 626 p. :ill., digital ;24 cm. - Probability and its applications,2297-0371. - Probability and its applications..
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.
ISBN: 9783319623108
Standard No.: 10.1007/978-3-319-62310-8doiSubjects--Topical Terms:
528256
Stochastic processes.
LC Class. No.: QA274
Dewey Class. No.: 519.2
Stochastic processes
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by Andrei N Borodin.
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2017.
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Imprint: Birkhauser,
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ill., digital ;
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24 cm.
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Probability and its applications,
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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.
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Mathematics and Statistics (Springer-11649)
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