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Stochastic Processes
Overview
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
This item is Non-Returnable
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Details
- ISBN-13: 9783319872872
- ISBN-10: 3319872877
- Publisher: Birkhauser
- Publish Date: May 2018
- Dimensions: 9.21 x 6.14 x 1.29 inches
- Shipping Weight: 1.95 pounds
- Page Count: 626
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