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. $12.97, good condition, Sold by BooksRun rated 4.0 out of 5 stars, ships from Philadelphia, PA, UNITED STATES, published 2008 by American Mathematical Society.
Add this copy of Stochastic Processes (Courant Lecture Notes) to cart. $17.20, good condition, Sold by ZBK Books rated 4.0 out of 5 stars, ships from Woodland Park, NJ, UNITED STATES, published 2007 by American Mathematical Society.
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Used book in good and clean conditions. Pages and cover are intact. Limited notes marks and highlighting may be present. May show signs of normal shelf wear and bends on edges. Item may be missing CDs or access codes. May include library marks. Fast Shipping.
Add this copy of Stochastic Processes (Courant Lecture Notes) to cart. $43.47, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Hialeah, FL, UNITED STATES, published 2007 by American Mathematical Society.
Add this copy of Stochastic Processes (Courant Lecture Notes) to cart. $89.90, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Hialeah, FL, UNITED STATES, published 2007 by American Mathematical Society.
