Related Books
Language: en
Pages: 140
Pages: 140
Type: BOOK - Published: 1985 - Publisher: Krieger Publishing Company
Language: en
Pages: 140
Pages: 140
Type: BOOK - Published: 1985-05-14 - Publisher: Wiley
Here is a systematic discussion of Brownian motion and Ito stochastic calculus. Develops the mathematical methods needed to analyze stochastic processes related
Language: en
Pages: 344
Pages: 344
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media
During the weekend of March 16-18, 1990 the University of North Carolina at Charlotte hosted a conference on the subject of stochastic flows, as part of a Speci
Language: en
Pages: 172
Pages: 172
Type: BOOK - Published: 2014-01-08 - Publisher: American Mathematical Soc.
It is known that certain one-dimensional nearest-neighbor random walks in i.i.d. random space-time environments have diffusive scaling limits. Here, in the cont
Language: en
Pages: 490
Pages: 490
Type: BOOK - Published: 2014-03-27 - Publisher: Springer
A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in