000 01658cam a22003375i 4500
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