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Stochastic Processes
Hardcover
Series: Probability and Its Applications (Duplicate)
ISBN13: 9783319623092
Publisher: Birkhauser
Published: Nov 10 2017
Pages: 626
Weight: 2.35
Height: 1.38 Width: 6.14 Depth: 9.21
Language: English
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
1 different editions
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