Related Books
Language: en
Pages: 640
Pages: 640
Type: BOOK - Published: 2006-07-24 - Publisher: Cambridge University Press
A readable 2006 synthesis of three main areas in the modern theory of stochastic processes.
Language: en
Pages: 414
Pages: 414
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media
A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingales, Markov pr
Language: en
Pages: 198
Pages: 198
Type: BOOK - Published: 1990 - Publisher: IMS
Language: en
Pages: 268
Pages: 268
Type: BOOK - Published: 2003-01-21 - Publisher: Springer Science & Business Media
The theory of stochastic processes indexed by a partially ordered set has been the subject of much research over the past twenty years. The objective of this CI
Language: en
Pages: 498
Pages: 498
Type: BOOK - Published: 2000-09-07 - Publisher: Cambridge University Press
This celebrated volume gives an accessible introduction to stochastic integrals, stochastic differential equations, excursion theory and the general theory of p
