Product Detail
Probability and Stochastics
Cinlar, Erhan
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Book Information
Edition:
1st
Publisher:
Springer Nature
ISBN:
0-387-87858-0 (0387878580)
ISBN-13:
978-0-387-87858-4 (9780387878584)
Binding:
Hardcover
Copyright:
2011
Publish Date:
12/09
Volume:
261
Weight:
2.12 Lbs.
Pages:
470
Subject Class:
MTH (Mathematics)
Remarks:
Please allow additional 3-4 days for delivery
Return Policy:
Returns accepted up to 12 months provided no other recalls or return restrictions apply.
Table Of Contents:
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Class Specifications
ISSN Series:
Graduate Texts in Mathematics
Abstract:
This text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stochastic processes, but with some attention to the applications. In many instances the gist of the problem is introduced in practical, everyday language and then is made precise in mathematical form. ... Special attention is paid to Poisson random measures and their roles in regulating the excursions of Brownian motion and the jumps of Levy and Markov processes. Each chapter has a large number of varied examples and exercises. The book is based on the author.s lecture notes in courses offered over the years at Princeton University. These courses attracted graduate students from engineering, economics, physics, computer sciences, and mathematics.
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