000			01316nam a2200217 4500
005			20251112211412.0
008			250310b |||||||| |||| 00| 0 eng d
020			_a9781944660512
041			_aeng
082			_a519.2 _bCheI
100			_aChen, Mu-Fa
245			_aIntroduction to Stochastic Processes / _cMu-Fa Chen and Yong-Hua Mao
260			_aBeijing : _bHigher Education Press Limited Company, _c©2023
300			_a230p.
440			_aWorld Scientific Series on Probability Theory and its Applications _vv.2
520			_aThis 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.
650			_aStochastic Processes
650			_aMathematics
700			_aMao, Yong-Hua
942			_cBK
999			_c7010 _d7010