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Stochastic processes

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Stochastic processes/ by Andrei N Borodin.
作者:	Borodin, Andrei N.
出版者:	Cham :Springer International Publishing : : 2017.,
面頁冊數:	xiv, 626 p. :ill., digital ; : 24 cm.;
Contained By:	Springer eBooks
標題:	Stochastic processes. -
電子資源:	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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