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Probability and Its Applications

Stochastic Processes

Authors: Borodin, Andrei N

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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 
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eBook 107,09 €
price for Spain (gross)
  • ISBN 978-3-319-62310-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 135,19 €
price for Spain (gross)
  • ISBN 978-3-319-62309-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 135,19 €
price for Spain (gross)
  • ISBN 978-3-319-87287-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
About this book

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.

 

Reviews

“The aim of the book is to give a rigorous and at the same time accessible presentation of the theory of stochastic processes. … The book is written in a clear and rigorous language, and will be useful to students, graduate students, teachers and anyone who is interested in the theory of stochastic processes.” (Yuliya S. Mishura, zbMATH 1390.60003, 2018)

Table of contents (7 chapters)

Table of contents (7 chapters)

Buy this book

eBook 107,09 €
price for Spain (gross)
  • ISBN 978-3-319-62310-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 135,19 €
price for Spain (gross)
  • ISBN 978-3-319-62309-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 135,19 €
price for Spain (gross)
  • ISBN 978-3-319-87287-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Processes
Authors
Series Title
Probability and Its Applications
Copyright
2017
Publisher
Birkhäuser Basel
Copyright Holder
Springer International Publishing AG
eBook ISBN
978-3-319-62310-8
DOI
10.1007/978-3-319-62310-8
Hardcover ISBN
978-3-319-62309-2
Softcover ISBN
978-3-319-87287-2
Series ISSN
2297-0371
Edition Number
1
Number of Pages
XIV, 626
Number of Illustrations
1 b/w illustrations
Additional Information
Original Russian edition published by LAN Publishing, St. Petersburg, 2013
Topics