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portada Stochastic Processes (probability And Its Applications)
Type
Physical Book
Author
Publisher
Year
2017
Language
English
Pages
626
Format
Hardcover
Dimensions
23.4x15.6x3.5 cm
Weight
1.07 kg.
ISBN13
9783319623092
Categories

Stochastic Processes (probability And Its Applications)

Andrei N. Borodin (Author) · Birkhauser · Hardcover

Stochastic Processes (probability And Its Applications) - Borodin, Andrei N.

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Synopsis "Stochastic Processes (probability And Its Applications)"

Gives a rigorous yet understandable presentation of the theory of stochastic processesPresents the theory of distributions of functionals of diffusions including local times, rarely found in literatureDevotes serious attention to the Brownian local timeIncludes many examples and exercises

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