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Probability and Its Applications (Duplic Stochastic Processes, (Paperback)

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Probability and Its Applications (Duplic Stochastic Processes, (Paperback)
Author: Birkhauser
ISBN: 9783319872872
Format: Paperback
Publication Date: 2018-05-24
Page Count: 626

Specs

Book format
Paperback
Fiction/nonfiction
Non-Fiction
Genre
Textbooks
Pub date
20180524
Pages
626
Subgenre
Probability & Statistics

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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

Probability and Its Applications (Duplic Stochastic Processes, (Paperback)
Author: Birkhauser
ISBN: 9783319872872
Format: Paperback
Publication Date: 2018-05-24
Page Count: 626

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Specifications

Book format

Paperback

Fiction/nonfiction

Non-Fiction

Genre

Textbooks

Pub date

20180524

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