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Stochastic Processes
Original price was: ₹18,022.00.₹14,418.00Current price is: ₹14,418.00.
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 Includes supplementary material: sn.pub/extras
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 Includes supplementary material: sn.pub/extras
Additional information
| Book Format | Hardcover, Softcover |
|---|
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Book information
Edition
1st Edition
ISBN [Hardcover]
9783319623092
ISBN [Softcover]
9783319872872
Publisher
Springer
Year
2017
Pages
XIV, 626 p.
Series Title
Probability and Its Applications
Language
English
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