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Stochastic Processes / Andrei N Borodin.

By: Material type: TextTextSeries: Publisher: Cham, Switzerland : Springer International Publishing : Birkhäuser [impresor], 2017Description: xiv, 626 páginas : ilustraciones ; 25 cmContent type:
  • texto
Media type:
  • sin medio
Carrier type:
  • volumen
ISBN:
  • 9783319623092
Subject(s): LOC classification:
  • QA 274 B676 2017
Contents:
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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Holdings
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

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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