290 108 34MB
English Pages 533 Year 2021
Report DMCA / Copyright
DOWNLOAD EPUB FILE
Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (app
202 101 4MB Read more
Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Wi
181 53 3MB Read more
This volume examines the theory of fractional Brownian motion and other long-memory processes. Interesting topics for Ph
101 1 4MB Read more
169 92 14MB Read more
173 77 3MB Read more
431 72 4MB Read more
505 108 3MB Read more
This book is a concise introduction to the stochastic calculus of variations for processes with jumps. The author provid
146 68 6MB Read more
136 56 56MB Read more
This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk,
979 124 4MB Read more