Stochastic Processes

By Andrei N Borodin and Andrei N. Borodin

Book Overview

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 literature

Devotes serious attention to the Brownian local time

Includes many examples and exercises

• Format: Hardcover
• Language: English
• ISBN: 3319623095
• ISBN13: 9783319623092
• Release Date: November 2017
• Publisher: Birkhauser
• Length: 626 Pages
• Weight: 2.35 lbs.
• Dimensions: 1.4" x 6.1" x 9.2"