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 Title Advanced Stochastic Processes
 Author(s) Jan A. Van Casteren
 Publisher: BookBoon, University of Waterloo (2013)
 Hardcover/Paperback N/A
 eBook PDF (400+ pages)
 Language: English
 ISBN10/ASIN: N/A
 ISBN13: 9788740303988
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Book Description
This comprehensive guide to Stochastic Processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning graduate students and researchers from applied disciplines, it is both a course book and a rich resource for individual readers.
In this book, which is basically selfcontained, the following topics are treated thoroughly: Brownian motion as a Gaussian process, Brownian motion as a Markov process, and Brownian motion as a martingale. Brownian motion can also be considered as a functional limit of symmetric random walks, which is, to some extent, also discussed.
Related topics which are treated include Markov chains, renewal theory, the martingale problem, Ito calculus, cylindrical measures, and ergodic theory. Convergence of measures, stochastic differential equations, FeynmanKac semigroups, and the DoobMeyer decomposition theorem theorem are discussed in the second part of the book.
About the Authors N/A
 Probability, Stochastic Process, Queueing Theory, etc.
 Statistics, and SAS Programming
 Geometry and Topology
 Combinatorics and Game Theory
 Advanced Stochastic Processes, Part I (Jan A. Van Casteren)
 Advanced Stochastic Processes, Part II (Jan A. Van Casteren)
 The Mirror Site (1)  Part I  PDF

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