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Probability and Stochastics, 2011th Edition, 9780387878584
Hardcover
There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes.Special attention is paid to Poisson random measures and their roles in regulating the excursions of Brownian motion and the jumps of Levy and Markov processes.

Probability and Stochastics, 2011th Edition

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$116.22

  • Hardcover

    558 pages

  • Release Date

    25 February 2011

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Summary

This text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stochastic processes, but with some attention to the applications. In many instances the gist of the problem is introduced in practical, everyday language and then is made precise in mathematical form.

The first four chapters are on probability theory: measure and integration, probability spaces, conditional expectations, an…

Book Details

ISBN-13:9780387878584
ISBN-10:0387878580
Author:Erhan Çınlar
Publisher:Springer-Verlag New York Inc.
Imprint:Springer-Verlag New York Inc.
Format:Hardcover
Number of Pages:558
Edition:2011th
Release Date:25 February 2011
Weight:2.15kg
Dimensions:38mm x 163mm x 236mm
Series:Graduate Texts in Mathematics
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Critics Review

From the reviews: “This excellent book aims to provide a bridge from … classical stochastic process theory to the more abstract modern theory as it is developed and displayed in contemporary research monographs. … Chapters are organized with the more accessible material at the beginning … and preceded by appropriate heuristics and motivating ideas. … It includes a good bibliography, which is referenced in the Notes and Comments section … . Overall, this is a volume which any probabilist would be happy to add to their library.” (David Stirzaker, SIAM Review, Vol. 54 (1), 2012) “This advanced textbook contains material for a two-semester course, based on what the author has taught at Princeton University. Each chapter begins with a pithy summary of what is to come; exercises … are scattered throughout the text, and any reader with the stamina to work conscientiously through even most of this book will find their understanding of the area greatly enhanced. … The author deserves congratulations for a masterly account of the fields covered … .” (John Haigh, The Mathematical Gazette, Vol. 96 (536), July, 2012)

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