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02452nam a22004455i 4500 |
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978-3-319-62310-8 |
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20171031152323.0 |
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171031s2017 gw | s |||| 0|eng d |
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|a 9783319623108
|9 978-3-319-62310-8
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|a 10.1007/978-3-319-62310-8
|2 doi
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|d GrThAP
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|a QA273.A1-274.9
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|a QA274-274.9
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|a PBT
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|a MAT029000
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|a 519.2
|2 23
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|a Borodin, Andrei N.
|e author.
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|a Stochastic Processes
|h [electronic resource] /
|c by Andrei N Borodin.
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|a Cham :
|b Springer International Publishing :
|b Imprint: Birkhäuser,
|c 2017.
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|a XIV, 626 p. 1 illus.
|b online resource.
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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|a online resource
|b cr
|2 rdacarrier
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|a text file
|b PDF
|2 rda
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|a Probability and Its Applications,
|x 2297-0371
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|a 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.
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650 |
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|a Mathematics.
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650 |
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|a Probabilities.
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|a Mathematics.
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|a Probability Theory and Stochastic Processes.
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710 |
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|a SpringerLink (Online service)
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|t Springer eBooks
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776 |
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|i Printed edition:
|z 9783319623092
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830 |
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|a Probability and Its Applications,
|x 2297-0371
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856 |
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|u http://dx.doi.org/10.1007/978-3-319-62310-8
|z Full Text via HEAL-Link
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912 |
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|a ZDB-2-SMA
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950 |
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|a Mathematics and Statistics (Springer-11649)
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