000 | 01658cam a22003375i 4500 | ||
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001 | 21680220 | ||
003 | UIAP | ||
005 | 20221020174255.0 | ||
008 | 171031s2017 gw a||| o |||| 0|eng | ||
020 | _a9783319623092 | ||
040 |
_aUIAP _bspa _erda _cUIAP _dUIAP |
||
050 | 4 |
_aQA 274 _bB676 2017 |
|
100 | 1 |
_aBorodin, Andrei N. _eautor |
|
245 | 1 | 0 |
_aStochastic Processes / _cAndrei N Borodin. |
264 | 1 |
_aCham, Switzerland : _bSpringer International Publishing : _bBirkhäuser [impresor], _c2017 |
|
300 |
_axiv, 626 páginas : _bilustraciones ; _c25 cm. |
||
336 |
_atexto _btxt _2rdacontent |
||
337 |
_asin medio _bn _2rdamedia |
||
338 |
_avolumen _bnc _2rdacarrier |
||
490 | 1 | _aProbability and Its Applications | |
504 | _aIncluye referencias bibliográficas e índice. | ||
505 | 0 | _aPreface -- 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. | |
541 | 0 |
_aBibliografía Básica _d2022/08/15 |
|
650 | 4 | _aProbabilidades | |
650 | 4 |
_aProbabilidad _xTeoría |
|
650 | 4 | _aProcesos estocásticos | |
650 | 0 | _aProbabilities | |
650 | 0 | _aProbability, Theory | |
650 | 0 | _aStochastic Processes | |
999 |
_c176579 _d176579 |