Topics in Stochastic Processes

by Jerzy Zabczyk

The notes are based on lectures on stochastic processes given at Scuola Normale Superiore in 1999 and 2000. Some new material was added and only selected, less standard results were presented. We did not include several applications to statistical mechanics and mathematical finance, covered in the lectures, as we hope to write part two of the notes devoted to applications of stochastic processes in modelling. The main themes of the notes are constructions...

• Format: Paperback
• Language: English
• ISBN: 8876421319
• ISBN13: 9788876421310
• Release Date: October 2004
• Publisher: Edizioni Della Normale
• Length: 126 Pages
• Weight: 0.66 lbs.
• Dimensions: 0.4" x 6.5" x 9.5"