This is a brief introduction to stochastic processes studying certain elementary continuous-time processes. After a description of the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite number of jumps, the author proceeds to introduce Brownian motion and to develop stochastic integrals and Itô's theory in the context of one-dimensional diffusion processes. The book ends with a brief survey of the general theory of Markov processes. The book is based on courses given by the author at the Courant Institute and can be used as a sequel to the author's successful book Probability Theory in this series. Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.

Review

Amazingly, almost all of the proofs are given explicitly. In fact the author provides only eight references in the bibliography. This reflects the fact that, as a whole, this book is written in a totally self-contained manner. ...I can say that this book is a set of very well-written lecture notes, and it is organized as a clear synthesis of the theory of continuous-time stochastic processes with many examples and with plenty of exercises..." --Mathematical Reviews

The text is one of those that may be strongly recommended to all young mathematicians as a starter to precede a deeper study of probability and stochastic processes. --EMS Newsletter

"About this title" may belong to another edition of this title.

Store Description

Visit Seller's Storefront

Seller's business information

Winged Monkey Books
VA, U.S.A.

Sale & Shipping Terms

Terms of Sale

All items subject to prior sale. Please do not hesitate to contact us if you have questions about any
of
our books. Payment by check, money order or ABE.COMmerce. Items may be held by phone
message or
email. Our contact information:
Grant P. Painter (Sole Proprietor)
Arlington VA, USA 22206
(703)541-8753
gppainter@yahoo.com

Shipping: $5 for first volume, $ 1 for each additional in same order. Will quote for international
surface
or airmail service or for domestic expedited services. Virginia res...

More Information

Shipping Terms

Shipping costs are based on books weighing 2.2 LB, or 1 KG. If your book order is heavy or oversized, we may contact you to let you know extra shipping is required.

Shipping rates within U.S.A.

Shipping rates within U.S.A.
Order quantity	7 to 14 business days	3 to 7 business days
First item	US$ 5.00	US$ 12.00

Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.