{"product_id":"stochastic-processes-courant-lecture-notes-0821840851","title":"Stochastic Processes (Courant Lecture Notes)","description":"\u003cp\u003e\u003cstrong\u003eISBN:\u003c\/strong\u003e 0821840851\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eAuthor:\u003c\/strong\u003e S. R. S. Varadhan\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eCondition:\u003c\/strong\u003e New\u003c\/p\u003e\u003cp\u003eThis is a brief introduction to stochastic processes studying certain elementary continuous-time processes. After a description of the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite number of jumps, the author proceeds to introduce Brownian motion and to develop stochastic integrals and It's theory in the context of one-dimensional diffusion processes. The book ends with a brief survey of the general theory of Markov processes. The book is based on courses given by the author at the Courant Institute and can be used as a sequel to the author's successful book Probability Theory in this series. Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.\u003c\/p\u003e","brand":"Mia Karts","offers":[{"title":"Default Title","offer_id":51893682569504,"sku":"NEW0821840851","price":20.4,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0980\/7426\/3840\/files\/31JZ8QcF22L.jpg?v=1782005682","url":"https:\/\/miakarts.com\/products\/stochastic-processes-courant-lecture-notes-0821840851","provider":"Miakarts Books","version":"1.0","type":"link"}