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Birkhäuser

Stochastic Processes

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Product Code: 9783319623092
ISBN13: 9783319623092
Condition: New
$211.47

Stochastic Processes

$211.47
 

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




Author: Andrei N. Borodin
Publisher: Birkhauser
Publication Date: Nov 10, 2017
Number of Pages: 626 pages
Binding: Hardback or Cased Book
ISBN-10: 3319623095
ISBN-13: 9783319623092
 

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