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Stochastic processes
- 作者： Borodin, Andrei N., author.
- 其他作者：
- 其他題名：
- Probability and its applications.
- 出版： Cham : Springer International Publishing :Imprint: Birkhauser
- 叢書名： Probability and its applications,
- 主題： Stochastic processes. , Mathematics. , Probabilities. , Mathematics. , Probability Theory and Stochastic Processes.
- ISBN： 9783319623108 (electronic bk.) 、 9783319623092 (paper)
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FIND@SFXID:
CGU
- 資料類型: 電子書
- 摘要註: 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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讀者標籤：
- 系統號： 005410541 | 機讀編目格式
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