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Probability and Stochastics - Graduate Texts in Mathematics 2011 edition
Erhan Cinlar
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Probability and Stochastics - Graduate Texts in Mathematics 2011 edition
Erhan Cinlar
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.
572 pages, 1, black & white illustrations
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | February 25, 2011 |
| ISBN13 | 9780387878584 |
| Publishers | Springer-Verlag New York Inc. |
| Pages | 558 |
| Dimensions | 167 × 242 × 39 mm · 1.02 kg |
| Language | English |
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