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Probability and Stochastics
part of the Graduate Texts in Mathematics series
- Binding:
- Hardback
- Pages:
- 558
- Published:
- February 24, 2011
- Edition:
- 2011
- Dimensions:
- 167x242x39 mm.
- Weight:
- 1016 g.
Delivery:
2-4 weeks
Expected delivery: August 3, 2025
Description of Probability and Stochastics
There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes.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.
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