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Field name	Details
Dewey Class	519.2
Title	Stochastic Processes ([EBook]) / by Andrei N Borodin.
Author	Borodin, Andrei N.
Other name(s)	SpringerLink (Online service)
Publication	Cham : : Springer International Publishing : : Imprint: Birkhäuser, , 2017.
Physical Details	XIV, 626 p. 1 illus. : online resource.
Series	Probability and Its Applications 2297-0371
ISBN	9783319623108
Summary Note	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.:
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site	http://dx.doi.org/10.1007/978-3-319-62310-8
Links to Related Works	Subject References: Mathematics . Probabilities . Probability theory and stochastic processes . Authors: Borodin, Andrei N. . Corporate Authors: SpringerLink (Online service) . Series: Probability and Its Applications . Classification: 519.2 .

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Stochastic Processes

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