An Advanced Course in Probability and Stochastic Processes provides a modern and rigorous treatment of probability theory and stochastic processes at an upper undergraduate and graduate level. Starting with the foundations of measure theory, this book introduces the key concepts of probability theory in an accessible way, providing full proofs and extensive examples and illustrations. Fundamental stochastic processes such as Gaussian processes, Poisson random measures, L�vy processes, Markov processes, and It� processes ...
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An Advanced Course in Probability and Stochastic Processes provides a modern and rigorous treatment of probability theory and stochastic processes at an upper undergraduate and graduate level. Starting with the foundations of measure theory, this book introduces the key concepts of probability theory in an accessible way, providing full proofs and extensive examples and illustrations. Fundamental stochastic processes such as Gaussian processes, Poisson random measures, L�vy processes, Markov processes, and It� processes are presented and explored in considerable depth, showcasing their many interconnections. Special attention is paid to martingales and the Wiener process and their central role in the treatment of stochastic integrals and stochastic calculus. This book includes many exercises, designed to test and challenge the reader and expand their skillset. An Advanced Course in Probability and Stochastic Processes is meant for students and researchers who have a solid mathematical background and who have had prior exposure to elementary probability and stochastic processes. Key Features: Focus on mathematical understanding Rigorous and self-contained Accessible and comprehensive High-quality illustrations Includes essential simulation algorithms Extensive list of exercises and worked-out examples Elegant and consistent notation
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Add this copy of An Advanced Course in Probability and Stochastic to cart. $112.73, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2023 by CRC Press.
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New. Sewn binding. Cloth over boards. 358 p. Contains: Unspecified, Illustrations, black & white, Illustrations, color, Line drawings, black & white, Line drawings, color, Tables, black & white. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
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New. Sewn binding. Cloth over boards. 358 p. Contains: Unspecified, Illustrations, black & white, Illustrations, color, Line drawings, black & white, Line drawings, color, Tables, black & white.
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Add this copy of An Advanced Course in Probability and Stochastic to cart. $135.77, new condition, Sold by Booksplease rated 4.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2023 by CRC Press.
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New. Sewn binding. Cloth over boards. 358 p. Contains: Unspecified, Illustrations, black & white, Illustrations, color, Line drawings, black & white, Line drawings, color, Tables, black & white.
