Introduction to Stochastic Processes / Mu-Fa Chen and Yong-Hua Mao
Material type:
TextLanguage: English Series: World Scientific Series on Probability Theory and its Applications ; v.2Publication details: Beijing : Higher Education Press Limited Company, ©2023 Description: 230pISBN: - 9781944660512
- 519.2 CheI
| Item type | Current library | Collection | Call number | Copy number | Status | Barcode | |
|---|---|---|---|---|---|---|---|
Books
|
Indian Institute of Technology Tirupati General Stacks | Mathematics | 519.2 CheI (11655) (Browse shelf(Opens below)) | Copy 01 | Available | 11655 |
Browsing Indian Institute of Technology Tirupati shelves, Shelving location: General Stacks, Collection: Mathematics Close shelf browser (Hides shelf browser)
|
|
|
|
|
|
|
||
| 519.2 BIL/C Convergence of Probability Measures | 519.2 BIL/P Probability and Measure / | 519.2 BitR (11538) Random process analysis with R / | 519.2 CheI (11655) Introduction to Stochastic Processes / | 519.2 ChoP3 Probability Theory : Independence, Interchangeability, Martingales / | 519.2 ChuE4 Elementary Probability Theory : With Stochastic Processes and an Introduction to Mathematical Finance / | 519.2 DasP (11644) Probability for Statistics and Machine Learning : Fundamentals and advanced topics / |
This book introduces stochastic processes in a concise manner, focusing on Markov chains and stochastic analysis. It covers ergodicity, recurrence, and various types of ergodicity using modern techniques like coupling and duality methods. The book also covers martingale theory, Brownian motions, stochastic integral, stochastic differential equations, and multidimensional stochastic integral and equations. It introduces topics like the Feynman-Kac formula, random time transform, and Girsanov transform, and the Brunn-Minkowski inequality in convex geometry. The book also features modern probability theory used in fields like MCMC and convex geometry and number theory.
There are no comments on this title.