Edición de la obra Stochastic Processes (Courant Lecture Notes in Mathematics)
| Autor | S. R. S. Varadhan |
|---|---|
| Editorial | American Mathematical Society, Courant Institute of Mathematical Sciences |
| Fecha de publicación | October 25, 2007 |
| Idioma | inglés |
| Páginas | 126 |
| Formato | Paperback |
| ISBN-13 | 9780821840856 |
| ISBN-10 | 0821840851 |
| OCLC | 162507387 |
| LCCN | 2007060837 |
| Número de Cutter |
V287s |
"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."--Jacket.