| 书目名称 | Stochastic Processes | | 编辑 | Andrei N Borodin | | 视频video | | | 概述 | Gives a rigorous yet understandable presentation of the theory of stochastic processes.Presents the theory of distributions of functionals of diffusions including local times, rarely found in literatu | | 丛书名称 | Probability and Its Applications | | 图书封面 |  | | 描述 | .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.. . . | | 出版日期 | Book 2017 | | 关键词 | stochastic calculus; diffusion processes; Brownian motion; differential equations; conditional probabili | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-319-62310-8 | | isbn_softcover | 978-3-319-87287-2 | | isbn_ebook | 978-3-319-62310-8Series ISSN 2297-0371 Series E-ISSN 2297-0398 | | issn_series | 2297-0371 | | copyright | Springer International Publishing AG 2017 |
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发表于 2025-3-21 17:14:38
