This is a brief introduction to stochastic processes studying certain elementary continuous-time processes. After a description of the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite number of jumps, the author proceeds to introduce Brownian motion and to develop stochastic integrals and Ito's theory in the context of one-dimensional diffusion processes. The book ends with a brief survey of the general theory of Markov processes. The book is based ...
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This is a brief introduction to stochastic processes studying certain elementary continuous-time processes. After a description of the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite number of jumps, the author proceeds to introduce Brownian motion and to develop stochastic integrals and Ito's theory in the context of one-dimensional diffusion processes. The book ends with a brief survey of the general theory of Markov processes. The book is based on courses given by the author at the Courant Institute and can be used as a sequel to the author's successful book Probability Theory in this series. Information for our distributors: Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.
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Add this copy of Stochastic Processes (Courant Lecture Notes) to cart. $23.21, good condition, Sold by Blue Vase Books rated 5.0 out of 5 stars, ships from Interlochen, MI, UNITED STATES, published 2007 by American Mathematical Society.
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The item shows wear from consistent use but it remains in good condition and works perfectly. All pages and cover are intact including the dust cover if applicable. Spine may show signs of wear. Pages may include limited notes and highlighting. May NOT include discs access code or other supplemental materials.
Add this copy of Stochastic Processes (Courant Lecture Notes) to cart. $27.20, good condition, Sold by BayStateBooks rated 5.0 out of 5 stars, ships from North Smithfield, RI, UNITED STATES, published 2007 by American Mathematical Society.
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The book is in good condition with all pages and cover intact including the dust jacket if originally issued. The spine may show light wear. Pages may contain some notes or highlighting and there might be a From the library of label. Boxed set packaging shrink wrap or included media like CDs may be missing.
Add this copy of Stochastic Processes (Courant Lecture Notes) to cart. $48.50, new condition, Sold by paragonbooks rated 4.0 out of 5 stars, ships from Clinton Township, MI, UNITED STATES, published 2008 by American Mathematical Society(RI).
Add this copy of Stochastic Processes (Courant Lecture Notes) to cart. $51.14, new condition, Sold by Kennys.ie rated 4.0 out of 5 stars, ships from Galway, IRELAND, published 2008 by American Mathematical Society(RI).
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New. An introduction to stochastic processes studying certain elementary continuous-time processes. It includes a description of the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite number of jumps. Series: Courant Lecture Notes. Num Pages: 126 pages. BIC Classification: PBT; PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 279 x 181 x 12. Weight in Grams: 258. 2007. Paperback.....We ship daily from our Bookshop.
Add this copy of Stochastic Processes (Courant Lecture Notes) to cart. $56.35, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2007 by American Mathematical Society.
Add this copy of Stochastic Processes to cart. $58.21, new condition, Sold by Booksplease rated 4.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2008 by American Mathematical Society(RI).
Add this copy of Stochastic Processes (Courant Lecture Notes) to cart. $82.47, new condition, Sold by Just one more Chapter rated 4.0 out of 5 stars, ships from Miramar, FL, UNITED STATES, published 2007 by American Mathematical Society.
Add this copy of Stochastic Processes (Courant Lecture Notes) to cart. $84.03, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2007 by American Mathematical Society.
