Description

Book Synopsis
An introduction to stochastic processes studying certain elementary continuous-time processes. It includes 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.

Table of Contents
Introduction Processes with independent increments Poisson point processes Jump Markov processes Brownian motion One-dimensional diffusions General theory of Markov processes Appendix A. Measures on Polish spaces Appendix B. Additional remarks Bibliography Index.

Stochastic Processes

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    A Paperback by S.r.s. Varadhan

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      View other formats and editions of Stochastic Processes by S.r.s. Varadhan

      Publisher: MP-AMM American Mathematical
      Publication Date: 10/30/2007 12:00:00 AM
      ISBN13: 9780821840856, 978-0821840856
      ISBN10: 0821840851

      Description

      Book Synopsis
      An introduction to stochastic processes studying certain elementary continuous-time processes. It includes 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.

      Table of Contents
      Introduction Processes with independent increments Poisson point processes Jump Markov processes Brownian motion One-dimensional diffusions General theory of Markov processes Appendix A. Measures on Polish spaces Appendix B. Additional remarks Bibliography Index.

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