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Authors: Takeyuki Hida
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Type: BOOK - Published: 2015-03-08 - Publisher: Princeton University Press

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Encompassing both introductory and more advanced research material, these notes deal with the author's contributions to stochastic processes and focus on Browni
Essentials of Stochastic Processes
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Authors: Richard Durrett
Categories: Mathematics
Type: BOOK - Published: 2016-11-07 - Publisher: Springer

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Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students f
Stationary Stochastic Processes
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Pages: 378
Authors: Georg Lindgren
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Type: BOOK - Published: 2012-10-01 - Publisher: CRC Press

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Intended for a second course in stationary processes, Stationary Stochastic Processes: Theory and Applications presents the theory behind the field’s widely s
Combinatorial Stochastic Processes
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Authors: Jim Pitman
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Type: BOOK - Published: 2006-05-11 - Publisher: Springer Science & Business Media

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The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stoch
Stochastic Processes and Applications
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Authors: Grigorios A. Pavliotis
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This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sci