Description: Further DetailsTitle: Stochastic ProcessesCondition: NewEAN: 9780821840856ISBN: 9780821840856Publisher: American Mathematical SocietyFormat: PaperbackRelease Date: 10/30/2007Description: 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.Language: EnglishCountry/Region of Manufacture: USAuthor: S.R.S. VaradhanGenre: Science Nature & MathBook Series: Courant Lecture NotesItem Weight: 263gRelease Year: 2007 Missing Information?Please contact us if any details are missing and where possible we will add the information to our listing.
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Book Title: Stochastic Processes
Title: Stochastic Processes
EAN: 9780821840856
ISBN: 9780821840856
Release Date: 10/30/2007
Release Year: 2007
Country/Region of Manufacture: US
Genre: Science Nature & Math
Number of Pages: 126 Pages
Publication Name: Stochastic Processes
Language: English
Publisher: American Mathematical Society
Publication Year: 2007
Item Height: 0.3 in
Subject: Probability & Statistics / Stochastic Processes, Algebra / General
Type: Textbook
Item Weight: 9.2 Oz
Subject Area: Mathematics
Item Length: 10 in
Author: S. R. S. Varadhan
Series: Courant Lecture Notes Ser.
Item Width: 7 in
Format: Trade Paperback
