Stochastic Processes / Andrei N Borodin.
Material type:![Text](/opac-tmpl/lib/famfamfam/BK.png)
- texto
- sin medio
- volumen
- 9783319623092
- QA 274 B676 2017
Item type | Current library | Collection | Call number | Status | Date due | Barcode |
---|---|---|---|---|---|---|
Préstamo | Biblioteca Pedro Arrupe | Acervo | QA 274 B676 2017 (Browse shelf(Opens below)) | Available | 158507 |
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QA 273 D48 2016 Probabilidad y estadística para ingeniería y ciencias / | QA 273 D4818 2019 Introducción a la probabilidad y estadística para ingeniería y ciencias / | QA 273 .25 G87 2018 Probabilidad y estadística / | QA 274 B676 2017 Stochastic Processes / | QA 276 G865 Estadística inferencial. 1 : para ingeniería y ciencias / | QA 276 .12 A47 Statistical methods for the social sciences / | QA 276 .3 T83 Visual and statistical thinking : displays of evidence for making decisions / |
Incluye referencias bibliográficas e índice.
Preface -- Notations -- Basic facts -- Stochastic calculus -- Distributions of functionals of Brownian motion -- Diffusion processes -- Brownian local time -- Diffusions with jumps -- Invariance principle for random walks and local times -- Appendix 1. Heat transfer problem -- Appendix 2. Special functions -- Appendix 3. Inverse Laplace transforms -- Appendix 4. Differential equations and their solutions -- Appendix 5. Examples of transformations of measures associated with diffusion processes -- Appendix 6. Formulae for n-fold differentiation -- Bibliography -- Subject index.
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