This is a brief introduction to stochastic processes studying certain elementary continuous-time processes. After a description of the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite number of jumps, the author proceeds to introduce Brownian motion and to develop stochastic integrals and Ito's theory in the context of one-dimensional diffusion processes. The book ends with a brief survey of the general theory of Markov processes. The book is based ...
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This is a brief introduction to stochastic processes studying certain elementary continuous-time processes. After a description of the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite number of jumps, the author proceeds to introduce Brownian motion and to develop stochastic integrals and Ito's theory in the context of one-dimensional diffusion processes. The book ends with a brief survey of the general theory of Markov processes. The book is based on courses given by the author at the Courant Institute and can be used as a sequel to the author's successful book Probability Theory in this series. Information for our distributors: Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.
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Add this copy of Stochastic Processes (Courant Lecture Notes) to cart. $56.35, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2007 by American Mathematical Society.
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New. An introduction to stochastic processes studying certain elementary continuous-time processes. It includes a description of the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite number of jumps. Series: Courant Lecture Notes. Num Pages: 126 pages. BIC Classification: PBT; PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 279 x 181 x 12. Weight in Grams: 258. 2007. Paperback.....We ship daily from our Bookshop.
Add this copy of Stochastic Processes (Courant Lecture Notes) to cart. $84.03, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2007 by American Mathematical Society.
Add this copy of Stochastic Processes (Courant Lecture Notes) to cart. $102.00, new condition, Sold by BetterBookDeals rated 3.0 out of 5 stars, ships from Toronto, ON, CANADA, published 2007 by American Mathematical Society.
